#function #functions #linux

cf_functions

A library which has characteristic functions for a variety of distributions

16 releases (breaking)

0.14.0 Jan 11, 2020
0.13.0 Mar 2, 2019
0.12.1 Jan 26, 2019
0.10.0 Sep 23, 2018
0.2.0 Jul 16, 2018
Download history 5/week @ 2020-07-22 7/week @ 2020-07-29 20/week @ 2020-08-05 58/week @ 2020-08-12 32/week @ 2020-08-19 28/week @ 2020-08-26 205/week @ 2020-09-02 32/week @ 2020-09-09 10/week @ 2020-09-16 13/week @ 2020-09-23 42/week @ 2020-09-30 50/week @ 2020-10-07 84/week @ 2020-10-14 74/week @ 2020-10-21 10/week @ 2020-10-28 29/week @ 2020-11-04

161 downloads per month
Used in 2 crates

MIT license

39KB
740 lines

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CF functions

Implements common CF functions in Rust

Benchmarks

https://phillyfan1138.github.io/cf_functions_rust/report/index.html


lib.rs:

Provides several common characteristic functions for option pricing. All of the characteristic functions are with respect to "ui" instead of "u".

Dependencies

~220–295KB