RustyQLib Quantitative finance in Rust — price derivatives from JSON, XML, or Rust. --- A lightweight quantitative finance library written entirely in Rust. Its numerical core — solvers, optimizers, lattices, PDE grids, FFT, adjoint differentiation — is written in-crate rather than pulled from a numerics stack, and the whole library contains zero unsafe. Use it as a stateless pricing service in a single binary, or as a library. Every pricer is cross-checked in the test suite against independent oracles, put-call parity, replication identities and cross-engine agreement. Quick start Modules Each has its own guide: | Module | Covers | |---|---| | src/equity | Equity derivatives — 10 pricing engines, 20+ payoffs, and the volatility model zoo (local vol, Heston, Bates, SABR, SLV, rough Bergomi, SVI/SSVI/eSSVI) | | src/bonds | Fixed income — Treasury and corporate bonds, bills, FRNs, futures basis, convertibles, credit, and curve bootstrapping | | src/rates | Interest rates — swaps, OIS, basis swaps, fed funds and SOFR futures with full leg conventions; multi-curve calibration with market

⚠ No verified equity curve — no track-record source connected.

No score history is stored yet — only the current score is shown.

⚠ No live verification account connected — ask for proof before buying.

Alerts on changes: coming soon

Prop-firm compatibility not provided.

Data-completeness & trust index (not a profitability rating)