surface-lib 0.1.0

High-performance Rust library for volatility surface calibration and option pricing (SVI, linear IV, temporal interpolation).
Documentation
Builds

surface-lib's sandbox limits

All the builds on docs.rs are executed inside a sandbox with limited resources. The limits for this crate are the following:

Available RAM 6.44 GB
Maximum rustdoc execution time 15m
Maximum size of a build log 102.4 kB
Network access blocked
Maximum number of build targets 10

If a build fails because it hit one of those limits please open an issue to get them increased.