mttmin/options-pricer

This is a personal learning project implementing an options and exotics pricer in Rust, supporting multiple pricing algorithms including Black-Scholes, Monte Carlo, Binomial CRR tree, PDE penalty solver, and Black's American approximation. It's designed for options researchers and traders who need to price European and American options, spreads, and exotics while calculating Greeks (Delta, Gamma, Theta, Rho, Vega). The project includes API connectivity for real-time data via Alpha Vantage and Finnhub, though users can also input their own volatility and spot prices.