regit-svi 2.0.0

Arbitrage-free SVI volatility surfaces in pure Rust. Raw, Jump-Wings and SSVI parametrisations, calibration, and static-arbitrage checks. Zero dependencies.
Documentation
// Copyright 2026 Regit.io — Nicolas Koenig
// SPDX-License-Identifier: Apache-2.0

//! Raw-slice and SSVI-surface calibration.

pub mod config;
pub mod least_squares;
pub mod quasi_explicit;
pub mod report;
pub mod slice;
pub mod surface;

pub use config::{
    ConstraintMode, InitializationPolicy, SliceCalibrationConfig, SurfaceCalibrationConfig,
};
pub use report::{
    CalibrationReport, ParameterizationEvidence, RawParameterMargins, ResidualDiagnostics,
    SurfaceCalibrationReport, SurfaceParameterMargins, TerminationReason,
};
pub use slice::{CalibrationResult, calibrate_slice, calibrate_slice_with_config};
pub use surface::{PhiFamily, SsviCalibration, SsviMaturity};