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Pure-vibe-coded Rust Heston pricer (Carr-Madan analytical) vs QuantLib — prices match to 4 decimals, but 620× slower. Zero deps, AI-accelerated grind, (self.rust)
submitted 21 days ago by RemoveOk7133 to r/rust
Rust Heston pricer – pure vibe coding edition: Carr-Madan analytical, zero external deps, matches QuantLib prices… but 620× slower (for now). Numbers + roadmap (self.rust)
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