Quantitative finance library for Rust (Beta)
Project description
📈 qox – High-Performance Quant Library (Rust-powered, Python API)
qox is a high-performance quantitative finance library written in Rust with a clean and expressive Python interface. It is designed for fast, flexible derivatives pricing with support for multiple numerical methods, including analytic and finite difference approaches.
🚀 Features
- ⚡ Rust-powered performance with Python usability
- 📊 Option pricing engine (European & American)
- 🧠 Automatic method selection
- Analytic methods where available
- Finite Difference Method (FDM) for American puts by default
- ⚙️ Configurable numerical methods
- 📉 Greeks calculation
- Delta, Gamma, Theta
- Vega and Rho (when applicable)
📦 Installation
pip install qox
📄 License
MIT License
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