| Linux | Codecov | | :---------------: | :-------------------: | | ![lin-badge] | ![cov-badge] |

Fang-Oosterlee Option Pricing for Rust

Implements Fang-Oosterlee option pricing in Rust

Speed

The benchmarks are comparable to my C++ implementation. The tests ran in 8 to 50 milliseconds in rust compared to 17-49 milliseconds in C++. To run the tests with benchmarking, use cargo test --release -- --nocapture.