feat: add multivar copulas

Author: dancixx

Cargo.toml

@@ -34,14 +34,13 @@ kendalls = "0.2.2"
 levenberg-marquardt = "0.14.0"
 libloading = { version = "0.8.6", optional = true }
 linreg = "0.2.0"
+openblas-src = { version = "0.10", features = ["cblas", "static"], optional = true }
 mimalloc = { version = "0.1.43", optional = true }
 nalgebra = "0.33.2"
 ndarray = { version = "0.16.1", features = [
     "rayon",
     "matrixmultiply-threading",
-    "blas",
 ] }
-ndarray-linalg = { version = "0.17.0" }
 ndarray-npy = "0.9.1"
 ndarray-rand = "0.15.0"
 ndarray-stats = "0.6.0"
@@ -78,6 +77,7 @@ yahoo_finance_api = { version = "2.3.0", optional = true }
 ai = ["dep:candle-core", "dep:candle-datasets", "dep:candle-nn", "dep:polars"]
 cuda = ["dep:cudarc", "dep:libloading"]
 default = []
+
 jemalloc = ["dep:tikv-jemallocator"]
 malliavin = []
 mimalloc = ["dep:mimalloc"]

src/main.rs

@@ -58,7 +58,6 @@ pub struct BSMPricer {
 
 impl PricerExt for BSMPricer {
   /// Calculate the option price
-  #[must_use]
   fn calculate_call_put(&self) -> (f64, f64) {
     let (d1, d2) = self.d1_d2();
     let n = Normal::default();

src/quant/pricing/bsm.rs

@@ -44,7 +44,6 @@ pub struct FiniteDifferencePricer {
 
 impl PricerExt for FiniteDifferencePricer {
   /// Calculate the option price
-  #[must_use]
   fn calculate_price(&self) -> f64 {
     match self.method {
       FiniteDifferenceMethod::Explicit => self.explicit(),

src/quant/pricing/finitie_difference.rs

@@ -44,7 +44,6 @@ pub struct Merton1976Pricer {
 
 impl PricerExt for Merton1976Pricer {
   /// Calculate the option price
-  #[must_use]
   fn calculate_call_put(&self) -> (f64, f64) {
     let mut bsm = BSMPricer::new(
       self.s,

src/quant/pricing/merton_jump.rs

@@ -13,7 +13,7 @@ pub mod gumbel;
 pub mod independence;
 
 #[derive(Debug, Clone, Copy)]
-pub(super) enum CopulaType {
+pub enum CopulaType {
   Clayton,
   Frank,
   Gumbel,

src/stats/copulas/bivariate.rs

@@ -6,7 +6,7 @@ pub mod gaussian;
 pub mod tree;
 pub mod vine;
 
-pub(super) enum CopulaType {
+pub enum CopulaType {
   Gaussian,
   Tree,
   Vine,