ItoLib is library for quantitative finance in Rust with three main goals:
- Simple API: the experience of using the library should be enjoyable.
- Type Safety: the library should prevent you from doing nonsensical things using the type system. For example, it is impossible to add two currencies together in ItoLib (without doing extra work).
- Speed: the library should be fast.
Contributions are welcome!
To get started, head on over to the wiki!