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RustyQlib simplifies option pricing without compromising\non safety, speed, or usability. It uses JSON to make distributed computing easier and integration with other systems or your websites.\n## License\nRustyQlib is distributed under the terms of both the MIT license and the Apache License (Version 2.0).\nSee LICENSE-APACHE and LICENSE-MIT for details.\n## Running\nAfter cloning the repository and building you can run the following command:\n```bash\nrustyqlib file --input \u003cFILE\u003e --output \u003cFILE\u003e\n````\nand for pricing all contracts in a directory\n```bash\nrustyqlib dir --input \u003cDIR\u003e --output \u003cDIR\u003e\n```\nand for interactive mode\n```bash\nrustyqlib interactive\n```\nand for build mode to build vol surface or interest rate curve\n```bash\nrustyqlib build --input \u003cFILE\u003e --output \u003cDIR\u003e\n```\nSample input file is provided in the repository (src\\input\\equity_option.json)\nFiles are in JSON format and can be easily edited with any text editor.\n## Features\n\n### JSON Simplicity:\n\n- Ease of Use: Providing input data in JSON format is straightforward and human-readable.\n- Portability: JSON is a platform-independent format, so you can use it on any operating system.\n- Flexibility: JSON accommodates various data types and structures, enabling you to define not only the option details but also additional market data, historical information, and risk parameters as needed.\n- Integration-Ready: You can seamlessly connect it to data sources, trading platforms, or other financial systems, simplifying your workflow and enhancing automation.\n\n### Stypes:\n- [x] European\n- [x] American\n- [ ] Bermudan\n- [ ] Asian\n\n### Instruments:\n#### Equity\n- [x] Equity Forward\n- [x] Equity Future\n- [x] Equity Option\n- [ ] Equity Forward Start Option\n- [ ] Equity Basket\n- [ ] Equity Barrier\n- [ ] Equity Lookback\n- [ ] Equity Asian\n- [ ] Equity Rainbow\n- [ ] Equity Chooser\n#### Interest Rate\n- [x] Deposit\n- [ ] FRA\n- [ ] Interest Rate Swap\n#### Commodities\n- [x] Commodity Option\n- [ ] Commodity Forward Start Option\n- [ ] Commodity Barrier\n- [ ] Commodity Lookback\n\n### Pricing engines:\n- [x] Black Scholes\n- [x] Binomial Tree\n- [x] Monte Carlo\n- [ ] Finite Difference\n- [ ] Longstaff-Schwartz\n- [ ] Heston\n- [ ] Local Volatility\n- [ ] Stochastic Volatility\n- [ ] Jump Diffusion\n\n\n","funding_links":[],"categories":[],"sub_categories":[],"project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fsiddharthqs%2Frustyqlib","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fsiddharthqs%2Frustyqlib","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fsiddharthqs%2Frustyqlib/lists"}