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Meet Patel edited this page Aug 16, 2024
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Welcome to the ItoLib wiki!
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). To see more information about this goal, head on over to How this example outlines ItoLib's Goal 2: Type Safety
- Speed: the library should be fast.
Contributions are welcome! Contributing guidelines should be added to the repository soon.
To get started, head on over to Hello World: European Call - Black-Scholes-Merton!