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1 |
| -# RUSTQuant :Pricing Options with Confidence |
2 |
| -RustQuant is a lightweight yet robust quantitative finance library designed for pricing options. |
| 1 | +[](https://github.com/siddharthqs/RustyQLib/actions/workflows/rust.yml) |
| 2 | + |
| 3 | +# RUSTYQLib :Pricing Options with Confidence using JSON |
| 4 | +RustyQLib is a lightweight yet robust quantitative finance library designed for pricing options. |
3 | 5 | Built entirely in Rust, it offers a unique combination of safety, performance, and expressiveness that is crucial
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4 |
| -for handling financial data and complex calculations. RustQuant simplifies equity option pricing without compromising |
| 6 | +for handling financial data and complex calculations. RustyQlib simplifies equity option pricing without compromising |
5 | 7 | on safety, speed, or usability.
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6 | 8 | ## License
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7 |
| -RustQuant is distributed under the terms of both the MIT license and the Apache License (Version 2.0). |
| 9 | +RustyQlib is distributed under the terms of both the MIT license and the Apache License (Version 2.0). |
8 | 10 | See LICENSE-APACHE and LICENSE-MIT for details.
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9 | 11 | ## Running
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10 | 12 | After cloning the repository and building you can run the following command:
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11 | 13 | ```bash
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12 |
| -derivatives file --input <FILE> --output <FILE> |
| 14 | +rustyqlib file --input <FILE> --output <FILE> |
13 | 15 | ````
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14 | 16 | and for pricing all contracts in a directory
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15 | 17 | ```bash
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| -derivatives dir --input <DIR> --output <DIR> |
| 18 | +rustyqlib dir --input <DIR> --output <DIR> |
17 | 19 | ```
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18 | 20 | and for interactive mode
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19 | 21 | ```bash
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20 |
| -derivatives interactive |
| 22 | +rustyqlib interactive |
| 23 | +``` |
| 24 | +and for build mode to build vol surface or interest rate curve |
| 25 | +```bash |
| 26 | +rustyqlib build --input <FILE> --output <DIR> |
21 | 27 | ```
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22 |
| - |
23 | 28 | Sample input file is provided in the repository (src\input\equity_option.json)
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24 | 29 | Files are in JSON format and can be easily edited with any text editor.
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25 | 30 | ## Features
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