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QuantMath
Rust library for risk-neutral pricing and risk
What it is
A financial mathematics library written in Rust, focused on risk-neutral pricing and risk calculations. It provides pricing and risk measurement building blocks that benefit from Rust's speed and memory safety. Developers who want to embed pricing and risk calculations into Rust-based quant systems are the intended users. The Rust quant ecosystem is smaller than Python's or C++'s, so expect fewer examples and integrations.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Strategy research, Data analysis |
| Markets | Multi-market |
| Stack | Rust |
| Learning curve | Steep learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): +1 over the period, now 410. Gaps mean no snapshot was taken that day.
Financial maths library for risk-neutral pricing and risk.
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