| Linux | Codecov |
|---|---|
 |
 |
This is a rust implementation of Carr Madan's FFT option pricing methodology.
https://danielhstahl.github.io/carr_madan_rust/report/index.html
-
Notifications
You must be signed in to change notification settings - Fork 1
danielhstahl/carr_madan_rust
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Carr madan in rust
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published