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89 lines (70 loc) · 1.8 KB
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[package]
name = "voltic"
version = "1.2.0"
edition = "2021"
build = "build.rs"
rust-version = "1.94"
description = "Vectorized Black-Scholes implied-volatility solver — direct Newton, Schadner inverse-Gaussian, and Jäckel rational kernels."
license = "MIT OR Apache-2.0"
repository = "https://github.com/RyanJamesStewart/voltic"
keywords = ["finance", "options", "implied-volatility", "simd", "black-scholes"]
categories = ["finance", "mathematics"]
readme = "README.md"
exclude = ["bench/python/*", "scripts/*", "/.github"]
[lib]
# The Python wrapper builds as a cdylib only under the `python` feature.
crate-type = ["rlib", "cdylib"]
[features]
default = []
# PyO3 bindings (one module, `python/voltic_py.rs`); built via maturin.
python = ["dep:pyo3"]
[dependencies]
# Runtime: zero dependencies. `std::simd` is nightly-only (`#![feature(portable_simd)]`).
pyo3 = { version = "0.22", features = ["extension-module"], optional = true }
[dev-dependencies]
criterion = { version = "0.5", default-features = false }
proptest = "1"
[[bench]]
name = "iv"
harness = false
[[bin]]
name = "bench"
path = "bench/main.rs"
[[bin]]
name = "rational_iv"
path = "bench/rational_iv.rs"
[profile.release]
opt-level = 3
codegen-units = 1
lto = "thin"
[profile.bench]
opt-level = 3
codegen-units = 1
lto = "thin"
[[bin]]
name = "kernel_nan"
path = "bench/kernel_nan.rs"
[[bin]]
name = "wing_grid"
path = "bench/wing_grid.rs"
[[bin]]
name = "cly_3d"
path = "bench/cly_3d.rs"
[[bin]]
name = "atm_dense"
path = "bench/atm_dense.rs"
[[bin]]
name = "adversarial"
path = "bench/adversarial.rs"
[[bin]]
name = "adversarial_dump"
path = "bench/adversarial_dump.rs"
[[bin]]
name = "verify_301"
path = "bench/verify_301.rs"
[[bin]]
name = "spot_check"
path = "bench/spot_check.rs"
[[bin]]
name = "full_cly3d_scan"
path = "bench/full_cly3d_scan.rs"