QoX is a fast and accurate quant library written in Rust, designed to work in production environments. These samples demonstrate its performance and ease of use.
Sponsorship funds the R&D of this project. The base Python implementation will always remain free.
Inquire about institutional sponsorship: qox.library [at] gmail.com
The easiest way to explore these examples is via Google Colab. No installation required.
| Example | Notebook | Interactive Demo |
|---|---|---|
| Quickstart Guide | quickstart.ipynb |
 |
Run pip install qox.
This benchmark compares American Put pricing using Finite Difference Methods (FDM).
Result: QoX achieves up to a 40x speedup over QuantLib at standard production precision.
Technical Note: Performance gains are optimized for standard production precision. While price convergence remains robust, please note that the speedup factor and Greek stability may vary near the early exercise boundary. Greek stability will be addressed in a future release.
v0.1.0
- American exercise condition.
- Baseline performance benchmarks.
v0.2.0
- Support for discrete dividends.
v0.3.0
- Implied volatility solver.
Other short-term goals
- Yield curve framework.
- Volatility surfaces.
- Support for Business/252 day count.
- More advanced American options model.
Note: Near term projected path; subject to change.