sanos 0.2.1

SANOS: Smooth strictly Arbitrage-free Non-parametric Option Surfaces (Rust implementation)
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
mod book;
mod atm;
mod chain;
mod completion;
mod quote;

pub use quote::CallQuote;
pub use chain::OptionChain;
pub use book::OptionBook;
pub use atm::{AtmMidPolicy, NearestOrLinearLogMoneyness};
pub use completion::{
    complete_slice_remark_2_8, CompletedSlice, CompletionConfig, CompletionDiagnostics,
    CompletionHardCaps,
};