cpm-approx 0.1.0__tar.gz

cpm_approx-0.1.0/.github/workflows/ci.yml

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+name: ci
+on: [push, pull_request]
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+    steps:
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+      - uses: dtolnay/rust-toolchain@stable
+        with:
+          components: clippy
+      - run: cargo clippy --all-targets -- -D warnings
+      - run: cargo test --release

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+      - name: Test the wheel
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+          args: --out dist
+      - uses: actions/upload-artifact@v4
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+          path: dist

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cpm_approx-0.1.0/Cargo.toml

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+version = "0.1.0"
+edition = "2021"
+description = "Analytical VaR and expected shortfall of credit portfolios in the multi-factor Merton model (multi-factor adjustment, Risk 2004)"
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+readme = "README.md"
+keywords = ["credit-risk", "value-at-risk", "expected-shortfall", "merton", "portfolio"]
+categories = ["mathematics", "finance"]
+
+[lib]
+name = "cpm_approx"
+path = "src/lib.rs"
+
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cpm_approx-0.1.0/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 Dronakurl
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.