{"repo":"joaquinbejar/OptionStratLib","free":true,"listed":false,"github":"https://github.com/joaquinbejar/OptionStratLib","clone":"git clone https://github.com/joaquinbejar/OptionStratLib.git","description":"OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.","language":"Rust","stars":239,"topics":["finance","financial-analysis","option","option-pricing","options","options-trading","trading","trading-algorithms","trading-strategies","black-scholes"],"license":"MIT","category":"trading","readme_excerpt":"OptionStratLib v0.19.0: Financial Options Library Table of Contents 1. Introduction 2. Features 3. Core Modules 4. Trading Strategies 5. Setup Instructions 6. Library Usage 7. Usage Examples 8. Testing 9. 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 early exercise - Exotic Options : Complete support for 14 exotic option types (see below) 2. Greeks Calculation - Complete Greeks suite: Delta, Gamma, Theta, Vega, Rho, Vanna, Vomma, Veta, Charm, Color - Real-time sensitivity analysis - Greeks visualization and risk profiling - Custom Greeks implementations with adjustable parameters 3. Volatility Models - Implied volatility calculation using Newton-Raphson method -","default_branch":null,"files":null,"tree":[],"storefront":"/r/joaquinbejar","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/joaquinbejar/OptionStratLib/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}