diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
new file mode 100644
index 0000000..6e20af4
--- /dev/null
+++ b/.github/workflows/ci.yaml
@@ -0,0 +1,18 @@
+name: CI
+
+on:
+  push:
+    branches: [ main ]
+
+jobs:
+  tests:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: dtolnay/rust-toolchain@stable
+        with:
+          components: clippy, rustfmt, nextest
+      - run: cargo fmt --all --check
+      - run: cargo check --workspace
+      - run: cargo clippy --all
+      - run: cargo nextest run
\ No newline at end of file
diff --git a/README.md b/README.md
index bce4f67..3259623 100644
--- a/README.md
+++ b/README.md
@@ -1,5 +1,6 @@
-# qlab
+# QLab 🦀
 
+![CI](https://github.com/nakashima-hikaru/qlab/actions/workflows/ci.yaml/badge.svg)
 [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
 
 A Quantitative Finance library implemented in Rust.
diff --git a/crates/qlab-instrument/src/bond.rs b/crates/qlab-instrument/src/bond.rs
index 4a21143..5dab57b 100644
--- a/crates/qlab-instrument/src/bond.rs
+++ b/crates/qlab-instrument/src/bond.rs
@@ -1,4 +1,5 @@
 use num_traits::{Float, FromPrimitive};
+use qlab_error::ComputationError;
 use qlab_termstructure::yield_curve::YieldCurve;
 use qlab_time::date::Date;
 use qlab_time::day_count::DayCount;
@@ -6,7 +7,6 @@ use qlab_time::frequency::Frequency;
 use qlab_time::months::Months;
 use std::cmp::Ordering;
 use std::ops::{AddAssign, MulAssign};
-use qlab_error::ComputationError;
 
 struct BondCashFlow<V> {
     due_date: Date,
@@ -65,8 +65,7 @@ impl<V: Float + FromPrimitive + MulAssign<V> + AddAssign<V>> Bond<V> {
         face_value: V,
     ) -> Option<Self> {
         let months_in_regular_coupon_period = Months::new(12 / coupon_frequency as u32);
-        let regular_coupon_payment =
-            coupon_rate * face_value / V::from_u8(coupon_frequency as u8)?;
+        let regular_coupon_payment = coupon_rate * face_value / V::from_u8(coupon_frequency as u8)?;
 
         let mut regular_due_date = first_coupon_date;
         let mut bond_cash_flows = Vec::new();
@@ -78,11 +77,9 @@ impl<V: Float + FromPrimitive + MulAssign<V> + AddAssign<V>> Bond<V> {
                 payment_date,
                 payment_amount: regular_coupon_payment,
             });
-            regular_due_date = regular_due_date
-                .add_months(months_in_regular_coupon_period)?;
+            regular_due_date = regular_due_date.add_months(months_in_regular_coupon_period)?;
         }
-        let first_prior = first_coupon_date
-            .sub_months(months_in_regular_coupon_period)?;
+        let first_prior = first_coupon_date.sub_months(months_in_regular_coupon_period)?;
         match first_prior.cmp(&issue_date) {
             Ordering::Less => {
                 let coupon_fraction = V::from_i32(first_coupon_date - issue_date)?
@@ -90,8 +87,7 @@ impl<V: Float + FromPrimitive + MulAssign<V> + AddAssign<V>> Bond<V> {
                 bond_cash_flows[0].payment_amount *= coupon_fraction;
             }
             Ordering::Greater => {
-                let second_prior = first_prior
-                    .sub_months(months_in_regular_coupon_period)?;
+                let second_prior = first_prior.sub_months(months_in_regular_coupon_period)?;
                 let coupon_fraction = V::from_i32(first_prior - issue_date)?
                     / V::from_i32(first_prior - second_prior)?;
                 bond_cash_flows[0].payment_amount += coupon_fraction * regular_coupon_payment;
@@ -99,8 +95,8 @@ impl<V: Float + FromPrimitive + MulAssign<V> + AddAssign<V>> Bond<V> {
             Ordering::Equal => {}
         }
         let mut final_coupon = regular_coupon_payment;
-        let maturity_regular_date = penultimate_coupon_date
-            .add_months(months_in_regular_coupon_period)?;
+        let maturity_regular_date =
+            penultimate_coupon_date.add_months(months_in_regular_coupon_period)?;
         match maturity_date.cmp(&maturity_regular_date) {
             Ordering::Less => {
                 let coupon_fraction = V::from_i32(maturity_date - penultimate_coupon_date)?
@@ -108,8 +104,8 @@ impl<V: Float + FromPrimitive + MulAssign<V> + AddAssign<V>> Bond<V> {
                 final_coupon *= coupon_fraction;
             }
             Ordering::Greater => {
-                let next_regular_date = maturity_regular_date
-                    .add_months(months_in_regular_coupon_period)?;
+                let next_regular_date =
+                    maturity_regular_date.add_months(months_in_regular_coupon_period)?;
                 let extra_coupon_fraction = V::from_i32(maturity_date - maturity_regular_date)?
                     / V::from_i32(next_regular_date - maturity_regular_date)?;
                 final_coupon += extra_coupon_fraction * regular_coupon_payment;
diff --git a/crates/qlab-termstructure/src/yield_curve/linear_interpolation.rs b/crates/qlab-termstructure/src/yield_curve/linear_interpolation.rs
index d2d4f67..809520b 100644
--- a/crates/qlab-termstructure/src/yield_curve/linear_interpolation.rs
+++ b/crates/qlab-termstructure/src/yield_curve/linear_interpolation.rs
@@ -43,10 +43,7 @@ impl<V: Float + FromPrimitive, D: DayCount> LinearInterpolation<V, D> {
         }
         let maturities: Vec<_> = maturities
             .iter()
-            .map(|maturity| {
-                day_count
-                    .calculate_day_count_fraction(settlement_date, *maturity)
-            })
+            .map(|maturity| day_count.calculate_day_count_fraction(settlement_date, *maturity))
             .collect::<Result<Vec<V>, _>>()?;
         let mut points = Vec::with_capacity(maturities.len());
         for (maturity, spot_yield) in maturities.iter().copied().zip(spot_yields) {
@@ -64,7 +61,7 @@ impl<V: Float + FromPrimitive, D: DayCount> LinearInterpolation<V, D> {
 }
 
 impl<V: Float + FromPrimitive + Debug, D: DayCount> YieldCurveInner<V>
-for LinearInterpolation<V, D>
+    for LinearInterpolation<V, D>
 {
     fn yield_curve(&self, t: V) -> Result<V, ComputationError> {
         let last_point = self.points.last().ok_or(ComputationError::InvalidInput(
@@ -83,14 +80,12 @@ for LinearInterpolation<V, D>
 
         Ok(self.points[idx - 1].spot_yield
             + (self.points[idx].spot_yield - self.points[idx - 1].spot_yield)
-            / (self.points[idx].maturity - self.points[idx - 1].maturity)
-            * (t - self.points[idx - 1].maturity))
+                / (self.points[idx].maturity - self.points[idx - 1].maturity)
+                * (t - self.points[idx - 1].maturity))
     }
 }
 
-impl<V: Float + FromPrimitive + Debug, D: DayCount> YieldCurve<V, D>
-for LinearInterpolation<V, D>
-{
+impl<V: Float + FromPrimitive + Debug, D: DayCount> YieldCurve<V, D> for LinearInterpolation<V, D> {
     fn settlement_date(&self) -> Date {
         self.settlement_date
     }
diff --git a/crates/qlab-time/src/day_count/thirty_360.rs b/crates/qlab-time/src/day_count/thirty_360.rs
index 66ad412..1471e7b 100644
--- a/crates/qlab-time/src/day_count/thirty_360.rs
+++ b/crates/qlab-time/src/day_count/thirty_360.rs
@@ -7,14 +7,19 @@ use qlab_error::ComputationError;
 pub struct Thirty360 {}
 
 impl Thirty360 {
-    #[allow(clippy::cast_sign_loss)]  // validation deals with it
+    #[allow(clippy::cast_sign_loss)] // validation deals with it
     fn date_diff(date1: Date, date2: Date) -> Result<u32, ComputationError> {
         if date1 > date2 {
-            return Err(ComputationError::InvalidInput(format!("date1: {date1:?} must precede date2: {date2:?}")));
+            return Err(ComputationError::InvalidInput(format!(
+                "date1: {date1:?} must precede date2: {date2:?}"
+            )));
         }
         let d1 = date1.day().min(30);
         let d2 = date2.day().min(30);
-        Ok(360 * (date2.year() - date1.year()) as u32 + 30 * (date2.month() - date1.month()) + d2 - d1)
+        Ok(
+            360 * (date2.year() - date1.year()) as u32 + 30 * (date2.month() - date1.month()) + d2
+                - d1,
+        )
     }
 }
 
@@ -24,8 +29,8 @@ impl DayCount for Thirty360 {
         date1: Date,
         date2: Date,
     ) -> Result<V, ComputationError> {
-        let date_diff = V::from_u32(Self::date_diff(date1, date2)?)
-            .ok_or(ComputationError::CastNumberError)?;
+        let date_diff =
+            V::from_u32(Self::date_diff(date1, date2)?).ok_or(ComputationError::CastNumberError)?;
         let denomination = V::from(360.0).ok_or(ComputationError::CastNumberError)?;
         Ok(date_diff.div(denomination))
     }
diff --git a/crates/qlab/src/lib.rs b/crates/qlab/src/lib.rs
index e69de29..8b13789 100644
--- a/crates/qlab/src/lib.rs
+++ b/crates/qlab/src/lib.rs
@@ -0,0 +1 @@
+
diff --git a/crates/qlab/tests/calculate_bond.rs b/crates/qlab/tests/calculate_bond.rs
index 90d30e8..cd4aa05 100644
--- a/crates/qlab/tests/calculate_bond.rs
+++ b/crates/qlab/tests/calculate_bond.rs
@@ -23,7 +23,8 @@ fn main() {
         coupon_frequency,
         coupon_rate,
         face_value,
-    ).unwrap();
+    )
+    .unwrap();
     let spot_settle_date = Date::from_ymd_opt(2023, 10, 10).unwrap();
     let maturities = [
         Date::from_ymd_opt(2023, 10, 11).unwrap(),
@@ -45,7 +46,9 @@ fn main() {
     let day_count = Act365::default();
     let yield_curve =
         LinearInterpolation::new(spot_settle_date, &maturities, spot_yields, day_count).unwrap();
-    let val = bond_20_yr.discounted_value(spot_settle_date, &yield_curve).unwrap();
+    let val = bond_20_yr
+        .discounted_value(spot_settle_date, &yield_curve)
+        .unwrap();
     println!("{}", bond_20_yr.bond_id());
     println!("{val}");
-}
\ No newline at end of file
+}