zzignal 0.1.18

High-performance quantitative finance library written in Rust with Python bindings.

🦀 ZZignal — Rust Quant Engine

ZZignal is an open-source quantitative finance engine written in Rust, with seamless Python bindings via PyO3.
It combines speed, safety, and clarity for research, trading, and education.

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🚀 Features

• ⚙️ Monte Carlo Simulation for option pricing (fast Rust core)
• 💰 European Options Module — payoffs, Greeks, analytics
• 📈 Future: Volatility Surfaces · Stochastic Models · Risk Metrics
• 🧠 Python Integration — ready for Jupyter / Colab
• 📚 Learning / Examples — practical notebooks for quants & students

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🧭 Roadmap

Milestone	Feature	Status
v0.1.x	Core Monte Carlo Engine	🧩 In Progress
v0.2.x	Options Module (Greeks · Payoff API)	🧩 In Progress
v0.3.x	Volatility Models (Local / Heston)	🔜 Planned
v0.4.x	Portfolio Simulation & Risk Metrics	🔜 Planned
v1.0.0	Docs & Full Quant Engine Release	🔜 Future

See ROADMAP.md for details.

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🧑‍💻 Contributing

Contributions are welcome!
You can help by adding features, improving docs, or sharing examples.

1. Fork the repo and create a branch
2. Write clean Rust or Python code
3. Expose functions with #[pyfunction]
4. Add examples in /examples
5. Open a PR with a short description

👉 See CONTRIBUTING.md for guidelines.

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🧰 Installation

pip install zzignal
# or latest development version
pip install git+https://github.com/compascafe/zzignal.git