In simple English
This library helps computer programs price financial options and manage trading strategies. It gives developers building blocks for Black-Scholes calculations, volatility surfaces, and risk analysis. If you build trading tools in Rust, this saves you from writing complex math formulas yourself. It costs you time to learn the Rust programming language and integrate the library into your code. There are no direct money costs since it is free to use.
What it is
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes. It offers precision decimal calculations, type safety, and a modular architecture.
What it is good for
Quantitative developers and solo builders creating trading software who need pre-written math models for options pricing and risk management.
- Covers 25+ standard and complex trading strategies out of the box.
- Includes calculations for Greeks, volatility surfaces, and backtesting.
- Written in modern Rust with strict decimal arithmetic to prevent rounding errors.
- Requires intermediate to advanced knowledge of the Rust programming language.
- Building custom pricing algorithms demands a solid understanding of quantitative finance.
- Large feature set can make compilation times longer for small projects.
Writing custom Black-Scholes pricing models and Greeks calculations from scratch in Rust.
rust_decimal
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cargo add optionstratlib cargo add rust_decimal