RustQuant
A comprehensive Rust library for quantitative finance, offering pricing models, risk analysis, and financial data tools.
What is RustQuant?
RustQuant is a Rust library for quantitative finance that provides tools for pricing financial instruments, modeling stochastic processes, performing risk analysis, and handling financial data. It solves the need for a high-performance, memory-safe quantitative finance library in the Rust ecosystem, offering modules for derivatives pricing, portfolio management, and mathematical finance.
Quantitative developers, financial engineers, and researchers who need a performant and safe library for financial modeling, algorithmic trading systems, or academic research in Rust.
Developers choose RustQuant for its combination of Rust's safety and performance with comprehensive quantitative finance features, including algorithmic differentiation, stochastic modeling, and instrument pricing, all in a single open-source library.
Overview
Rust library for quantitative finance.
Use Cases
Best For
- Pricing options and bonds using Rust
- Simulating Brownian motion and short-rate models
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