OptionStratLib
Unverified Other strategy on Options by joaquinbejar. BotFinder score 18 out of 100.
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
Source: github
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OptionStratLib
OptionStratLib v0.22.0: Financial Options Library Table of Contents 1. Introduction 2. Features 3. Core Modules 4. Module Boundaries 5. Trading Strategies 6. Setup Instructions 7. Library Usage 8. Usage Examples 9. Testing 10. Contribution and Contact Introduction OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes. This versatile toolkit enables traders, quants, and developers to model, analyze, and visualize options strategies with a robust, type-safe approach. The library focuses on precision with decimal-based calculations, extensive test coverage, and a modular architecture built on modern Rust 2024 edition. Features 1. Pricing Models - Black-Scholes Model: European options pricing with full Greeks support - Binomial Tree Model: American and European options with early exercise capability - Monte Carlo Simulations: Complex pricing scenarios and path-dependent options - Telegraph Process Model: Advanced stochastic modeling for jump-diffusion processes - American Options: Barone-Adesi-Whaley approximation for ea
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