Arbitrage-free SVI volatility surfaces in pure Rust. Raw, Jump-Wings and SSVI parametrisations, calibration, and static-arbitrage checks. Zero dependencies.
regit-svi
Copyright 2026 Regit.io — Nicolas Koenig
Licensed under the Apache License, Version 2.0.
This product is part of Regit OS, the operating system for investment products.
https://www.regit.io