feat: upgrade files

rust-dd · Sep 27, 2024 · e2bb0eb · e2bb0eb
1 parent 2e9c96b
commit e2bb0eb
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diff --git a/stochastic-rs-quant/Cargo.toml b/stochastic-rs-quant/Cargo.toml
@@ -6,6 +6,7 @@ edition = "2021"
 [dependencies]
 chrono = "0.4.38"
 derive_builder = "0.20.1"
+levenberg-marquardt = "0.14.0"
 mimalloc = { version = "0.1.43", optional = true }
 num-complex = "0.4.6"
 quadrature = "0.1.2"

diff --git a/stochastic-rs-quant/src/calibration.rs b/stochastic-rs-quant/src/calibration.rs
@@ -0,0 +1 @@
+pub mod heston;
diff --git a/stochastic-rs-quant/src/calibration/heston.rs b/stochastic-rs-quant/src/calibration/heston.rs
@@ -0,0 +1 @@
+
diff --git a/stochastic-rs-quant/src/lib.rs b/stochastic-rs-quant/src/lib.rs
@@ -1,5 +1,6 @@
 use std::mem::ManuallyDrop;
 
+pub mod calibration;
 pub mod pricing;
 
 #[cfg(feature = "mimalloc")]