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@sarsoo/finlib (0.0.6)

Published 2025-02-18 18:49:33 +00:00 by sarsoo in sarsoo/finlib

Installation

Setup this registry in your project .npmrc file:

@sarsoo:registry=https://git.sarsoo.xyz/api/packages/sarsoo/npm/

To install the package using npm, run the following command:

npm install @sarsoo/finlib@0.0.6

or add it to the package.json file:

"@sarsoo/finlib": "0.0.6"

For more information on the npm registry, see the documentation.

About this package

finlib

Some quantitative finance functionality written in Rust and consumable from many higher-level languages.

Derivatives Pricing

• Options
  • Black-Scholes
    • Prices
    • Greeks

Risk

• Value-at-Risk
  • Historical
  • Variance-Covariance (Parametric)
    • Single Asset
    • Portfolio

FFI

• C++
  • FFI header files for C++ are generated automatically during build by cbindgen.
• .NET
  • FFI wrapper code for C# tareting .NET Standard 2.0 is generated automatically using csbindgen.
• Python
  • An adapter library for Python is generated usign PyO3
• WASM (Js)
  • A Javascript library is generated using wasm-bindgen

.NET

cargo build
cd FinLib.NET
dotnet build

Python

cd pyfinlib
python -m venv .venv
source .venv/bin/activate
pip install -r requirements.txt
maturin develop

WASM

cd finlib-wasm
wasm-pack build

Details

npm

sarsoo/finlib

2025-02-18 18:49:33 +00:00

5

Project Site

MIT

latest

48 KiB

Assets (1)

finlib-0.0.6.tgz 48 KiB

Versions (6) View all

0.0.6 2025-02-18

0.0.5 2025-02-17

0.0.4 2025-02-17

0.0.3 2025-02-17

0.0.2 2025-02-15

Issues