Cargo Features

stochastic-rs has no features set by default.

[dependencies]
stochastic-rs = { version = "0.13.0", features = ["cuda", "jemalloc", "malliavin", "mimalloc", "yahoo"] }
cuda

Enables cudarc and libloading

Affects stochastic::Sampling.sample_cuda, stochastic::Sampling.set_cuda, stochastic::Sampling2D.set_cuda

jemalloc

Enables tikv-jemallocator

malliavin

Affects gbm::GBM.calculate_malliavin, fbm::FBM.calculate_malliavin, heston::Heston.calculate_malliavin, sabr::SABR.calculate_malliavin, stochastic::malliavin, stochastic::Sampling.malliavin, stochastic::SamplingVector.malliavin, stochastic::Sampling2D.malliavin

mimalloc

Enables mimalloc

yahoo

Enables time and yahoo_finance_api ^2.3.0

Affects quant::yahoo