#options

Codegen for functional options in go projects

High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.

A collection of common options for System.Text.Json and JSON.net

Manages a pool of Semantic Kernel instances with per-entry rate limiting.

Simplifies getting the right configuration options for a request using pre-loaded configurations from files to manage options for experiments or flights.

A set of common Azure Cosmos RequestOptions

An object for ordering during querying

A flexible request options object for paging, sorting, and filtering queryable data, similar to OData-style parameters.

Providing async thread-safe singleton Semantic Kernel Options instances

Options for creating a Microsoft.SemanticKernel.Kernel instance.

An enum representing various Semantic Kernel types.

Provides Gemini-specific registration extensions for KernelPoolManager, enabling integration with local LLMs via Semantic Kernel.

Provides Ollama-specific registration extensions for KernelPoolManager, enabling integration with local LLMs via Semantic Kernel.

Provides OpenAI-specific registration extensions for KernelPoolManager, enabling integration with local LLMs via Semantic Kernel.

Provides Azure OpenAI-specific registration extensions for KernelPoolManager, enabling integration with local LLMs via Semantic Kernel.

Market data SDKs for ThetaData — Rust, Python, TypeScript, and C++. Historical, real-time streaming, and bulk flat-file access through one authenticated client. No JVM, no local terminal.

Shared .NET libraries providing helpers, extensions, utilities, and abstractions.

Symfony bundle to reduce repetitive form field options: convention-based translation keys (`form_snake.field_snake.label`, `.placeholder`, `.help`), configurable defaults and multiple configs via YAML, and cascading option merge (global → field type → form → field).

A high-performance Rust library for options market making infrastructure, providing a complete Option Chain Order Book system built on top of OrderBook-rs, PriceLevel, and OptionStratLib.

Rust crate providing a comprehensive enum-based classification of financial option contracts. It covers both standard vanilla options (European, American) and a wide range of exotic option types.

Canary — local Interactive Brokers MCP server, CLI, and risk desk. Standard builds and MCP are read/preview-only; a separate opt-in trading build provides gated CLI broker writes.

A standalone crate for handling financial instrument expiration dates in Rust.

Python SDK for the LN Markets API