updated tomal to publish

.gitignore

@@ -1 +1,2 @@
 /target
+

Cargo.toml

@@ -2,6 +2,20 @@
 name = "RustyQLib"
 version = "0.0.1"
 edition = "2021"
+authors = ["Siddharth Singh"]
+description = "RustyQLib is a lightweight yet robust quantitative finance library designed to price derivatives and perform risk analysis"
+license = "MIT"
+repository = "https://github.com/siddharthqs/RustyQLib"
+readme = "README.md"
+homepage = "https://github.com/siddharthqs/RustyQLib"
+keywords = [
+    "quantitative-finance",
+    "derivatives",
+    "monte-carlo",
+    "black-scholes",
+    "cli"
+]
+categories = ["command-line", "quant", "monte-carlo", "finance"]
 
 # See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
 

README.md

@@ -1,4 +1,4 @@
-[![Rust](https://github.com/siddharthqs/RustyQLib/actions/workflows/rust.yml/badge.svg)](https://github.com/siddharthqs/RustyQLib/actions/workflows/rust.yml)
+[![Build and Tests](https://github.com/siddharthqs/RustyQLib/actions/workflows/rust.yml/badge.svg)](https://github.com/siddharthqs/RustyQLib/actions/workflows/rust.yml)
 
 # RUSTYQLib :Pricing Options with Confidence using JSON
 RustyQLib is a lightweight yet robust quantitative finance library designed for pricing options.

src/equity/binomial.rs

@@ -4,6 +4,8 @@ use super::utils::{Engine};
 use crate::core::trade::{OptionType,Transection};
 use crate::core::utils::{ContractStyle};
 use ndarray::Array2;
+
+/// Binomial tree model for European and American options
 pub fn npv(option: &&EquityOption) -> f64 {
     assert!(option.volatility >= 0.0);
     assert!(option.time_to_maturity() >= 0.0);

src/equity/blackscholes.rs

@@ -37,6 +37,7 @@ pub fn npv(bsd_option: &&EquityOption) -> f64 {
 }
 
 impl Greeks for EquityOption{
+
     fn delta(&self) -> f64 {
         let mut delta = N(self.d1());
         if self.option_type == OptionType::Call {

src/equity/montecarlo.rs

@@ -1,14 +1,4 @@
 
-
-
-// let val: f64 = thread_rng().sample(StandardNormal);
-// println!("normal vector: {}", val);
-// let t = RNG::get_vector_standard_normal(10000);
-// for i in &t{
-//     println!("{}", i);
-// }
-//println!(":?:{}",t);
-
 use std::io;
 use chrono::{Datelike, Local, NaiveDate};
 use libm::exp;

src/equity/utils.rs

@@ -1,3 +1,4 @@
+///Enum for different engines to price options
 #[derive(PartialEq,Clone,Debug)]
 pub enum Engine{
     BlackScholes,

src/equity/vanila_option.rs

@@ -33,7 +33,7 @@ impl Instrument for EquityOption  {
         }
     }
 }
-
+/// Equity Option represents a real world equity option contract
 #[derive(Debug)]
 pub struct EquityOption {
     pub option_type: OptionType,

src/equity/vol_surface.rs

@@ -2,6 +2,8 @@ use serde::{Deserialize, Serialize};
 use std::collections::{BTreeMap, HashMap};
 use crate::rates::utils::{DayCountConvention};
 use chrono::{NaiveDate};
+
+/// Vol Surface is a collection of volatilities for different maturities and strikes
 #[derive(Clone,Debug,Serialize,Deserialize)]
 pub struct VolSurface{
     pub term_structure: BTreeMap<NaiveDate, Vec<(f64,f64)>>,

src/main.rs

@@ -42,8 +42,8 @@ use std::time::{Instant};
 #[allow(dead_code)]
 #[allow(unused_variables)]
 fn main() {
-    let matches = App::new("Rust Quant Option Pricing CLI")
-        .version("0.1.0")
+    let matches = App::new("RustyQLib Quant Library for Option Pricing")
+        .version("0.0.1")
         .author("Siddharth Singh <[email protected]>")
         .about("Pricing and risk management of financial derivatives")
         .subcommand(