Lib.rs

Cargo Features

[dependencies]
stochastic-rs = { version = "0.11.0", default-features = false, features = ["jemalloc", "malliavin", "mimalloc", "yahoo"] }

default = jemalloc

The jemalloc feature is set by default whenever stochastic-rs is added without default-features = false somewhere in the dependency tree.

jemalloc default

Enables tikv-jemallocator

malliavin

Affects gbm::GBM.calculate_malliavin, fbm::FBM.calculate_malliavin, heston::Heston.calculate_malliavin, sabr::SABR.calculate_malliavin, stochastic::malliavin, stochastic::Sampling.malliavin, stochastic::SamplingVector.malliavin, stochastic::Sampling2D.malliavin…

mimalloc

Enables mimalloc

yahoo

Enables time and yahoo_finance_api

Affects quant::yahoo…