Module vol_surface 

Implied volatility surface construction from quoted options.

Takes a list of options carrying market prices (current_price), solves each for its Black-Scholes implied vol (robust safeguarded Newton), and assembles the per-maturity smiles into a canonical crate::core::vols::VolSurface on absolute strikes — the same type the pricers consume, so a built surface can immediately price other options (including through the Dupire local vol model).

Functions

build_implied_vol_surface

Build an implied vol surface from quoted options. Quotes without a positive market price or violating arbitrage bounds are skipped (with a warning); at least one valid quote is required.