Lib.rs

› Keywords #options #finance #aws-sdk #service #option-pricing #scholes #black

#pricing

  1. aws-sdk-pricing

    AWS SDK for AWS Price List Service

    v1.23.0 700 #amazon-web-services #web-services #aws-sdk #service #price #list #pricing

  2. tf2-price

    Team Fortress 2 item pricing

    v0.13.1 250 #steam #currencies #fortress #team #tf2 #weapon #pricing

  3. hull_white

    Pricing functions assuming a Hull White short rate

    v0.7.0 #white #short #rate #pricing #hull #function #assuming

  4. black_scholes

    A Black Scholes option pricing library

    v0.10.1 2.5K #black #pricing #scholes #black-scholes-rust

  5. finql

    A quantitative finance toolbox

    v0.12.0 250 #period #pricing #bond #finance #financial-data #market-data #unit-testing

  6. black76

    option pricing model calculator

    v0.24.2 #pricing #options #finance #option-pricing

  7. option-pricing

    Option pricing: Black-Scholes, implied volatility with Newton-Raphson, Halley methods

    v0.1.3 #black-scholes #pricing #implied-vol #calculations #newton-raphson #volatility #call

  8. rusoto_pricing

    AWS SDK for Rust - AWS Price List Service @ 2017-10-15

    v0.48.0 1.2K #aws #pricing #rusoto-aws #amazon

  9. fang_oost_option

    implementing Fang and Oosterlee's algorithm for option pricing

    v0.32.1 390 #pricing #fang-oosterlee #linux

  10. blackscholes

    Black-Scholes option pricing model calculator

    v0.24.0 #pricing #options #finance #option-pricing #package

  11. raws-pricing

    RAWS pricing component

    v0.0.3 #pricing #aws-sdk #aws-cli #services #raws #component

  12. generic-rcsp

    solving the resource constrained shortest path problem using a dynamic programming labeling algorithm. Was developed for solving pricing problems for branch-and-price.

    v0.1.0 #resource-constrained #dynamic-programming #problem #shortest #path #solving #pricing

  13. binomial_tree

    A generic binomial pricing tree for options

    v0.5.0 #tree #binomial #pricing #generic #calculator #option

  14. black_scholes_pricer

    Scalar and SIMD vectorised versions of black scholes and binomial option pricing

    v0.2.1 #black #simd #pricing #scholes #options

  15. mz_rusoto_pricing

    AWS SDK for Rust - AWS Price List Service @ 2017-10-15

    v0.46.0 #aws #pricing #amazon #rusoto-aws #aws-sdk

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  16. snowbridge-core

    Snowbridge Core (polkadot v1.10.0)

    v0.4.0 2.0K #polkadot #ring-buffer #outbound #inbound #snowbridge #pricing #queue

  17. greeks

    calculate options greeks

    v0.5.0 #value #pricing #calculations #finance #model #calculate #black-scholes

  18. rsfinance

    option pricing crate

    v0.1.0 #pricing #options #finance

  19. quantmath

    quantitative maths and a framework for quantitative valuation and risk

    v0.1.0 #date #instrument #risk #maths #model #pricing #framework

  20. carr_madan

    implementing Carr and Madan's algorithm for option pricing

    v0.4.0 #pricing #madan #carr #strike #options #fft #numbers

  21. skyscanner

    Flights live pricing API (3.0)

    v0.1.0 #flight #live #pricing #api #query-legs #query-leg #sorting