avhz/RustQuant

Rust library for quantitative finance.

57
/ 100
Established

This library helps quantitative finance professionals perform complex calculations and model financial instruments. It takes in financial data like instrument details, market data, and cashflows, and outputs pricing, risk metrics, and model simulations. Quant developers and researchers will find this useful for building high-performance financial applications.

1,669 stars.

Use this if you are a quantitative analyst or developer needing to implement robust financial models and calculations, such as option pricing or portfolio analysis, with high performance.

Not ideal if you are looking for ready-to-use trading software or financial advice, as this is a foundational library for developers.

quantitative-finance financial-modeling option-pricing portfolio-management market-risk-analysis
No Package No Dependents
Maintenance 10 / 25
Adoption 10 / 25
Maturity 16 / 25
Community 21 / 25

How are scores calculated?

Stars

1,669

Forks

193

Language

Rust

License

Apache-2.0

Last pushed

Jan 14, 2026

Commits (30d)

0

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