QuantMath: Financial maths library for risk-neutral pricing and risk in Rust

Re:QuantMath: Financial maths library for risk-neutral prici... by p33p on Sunday January 17, 2021 @03:30PM (#25814627)

Those are the two most well known options, yes.

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Re:QuantMath: Financial maths library for risk-neutral prici... by mellavora on Sunday January 17, 2021 @03:36PM (#25814684)

If you are comfortable with R, you could try xts/zoo/quantmod/PerformanceAnalytics/TTR

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Re:QuantMath: Financial maths library for risk-neutral prici... by klelatti on Sunday January 17, 2021 @03:40PM (#25814719)

Thanks!

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Re:QuantMath: Financial maths library for risk-neutral prici... by klelatti on Sunday January 17, 2021 @03:32PM (#25814653)

Thanks! Any views on the relative strengths of each would be much appreciated.

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