From e2bb0eb52b3c2575034982c894a21928871ddd20 Mon Sep 17 00:00:00 2001
From: Daniel Boros <dancixx@gmail.com>
Date: Fri, 27 Sep 2024 13:40:37 +0200
Subject: [PATCH] feat: upgrade files

---
 stochastic-rs-quant/Cargo.toml                | 1 +
 stochastic-rs-quant/src/calibration.rs        | 1 +
 stochastic-rs-quant/src/calibration/heston.rs | 1 +
 stochastic-rs-quant/src/lib.rs                | 1 +
 4 files changed, 4 insertions(+)
 create mode 100644 stochastic-rs-quant/src/calibration.rs
 create mode 100644 stochastic-rs-quant/src/calibration/heston.rs

diff --git a/stochastic-rs-quant/Cargo.toml b/stochastic-rs-quant/Cargo.toml
index 20286c7..6fbbcb0 100644
--- 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
new file mode 100644
index 0000000..2b9de6b
--- /dev/null
+++ 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
new file mode 100644
index 0000000..8b13789
--- /dev/null
+++ 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
index 880583d..8a03565 100644
--- 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")]