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 
1
2
3
4
5
6
7
8

// Copyright 2026 Regit.io — Nicolas Koenig
// SPDX-License-Identifier: Apache-2.0

//! Single-maturity SVI smile parametrisations and conversions.

pub mod conversion;
pub mod jump_wings;
pub mod raw;