Study note
joaquinbejar/OptionStratLib: OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
Properties
- Type
- Blogs
- Status
- 待读
- Domain
- Quant
- Category
- 期权、波动率与衍生品交易
- Source
- github.com
- Vault note
library/articles/quant/joaquinbejar-OptionStratLib-OptionStratLib-is-a-comprehensive-Rust-library-for-o-5f329663ac7b828d.md
Summary
OptionStratLib 是 Rust 的期权交易与策略开发库，面向多资产类别的期权策略建模、组合分析和相关计算。
Highlights
适合研究 Rust 中如何表达 option、strategy、payoff、Greeks 和组合风险。
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