surface-lib 0.1.0

High-performance Rust library for volatility surface calibration and option pricing (SVI, linear IV, temporal interpolation).
Documentation 
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[dependencies.anyhow]
version = "1.0"

[dependencies.cmaes-lbfgsb]
version = "0.1.0"

[dependencies.csv]
version = "1.2"

[dependencies.libm]
version = "0.2"

[dependencies.plotters]
default-features = false
features = ["svg_backend"]
version = "0.3.7"

[dependencies.rand]
version = "0.8"

[dependencies.roots]
version = "0.0.8"

[dependencies.serde]
features = ["derive"]
optional = true
version = "1.0"

[dependencies.statrs]
version = "0.16"

[dependencies.toml]
version = "0.8"

[dev-dependencies.csv]
version = "1.3"

[[example]]
name = "default_configs"
path = "examples/default_configs.rs"

[[example]]
name = "linear_iv_demo"
path = "examples/linear_iv_demo.rs"

[[example]]
name = "plot_iv_smile"
path = "examples/plot_iv_smile.rs"

[[example]]
name = "pricing_demo"
path = "examples/pricing_demo.rs"

[[example]]
name = "temporal_iv_demo"
path = "examples/temporal_iv_demo.rs"

[features]
default = ["serde"]
serde = ["dep:serde"]

[lib]
name = "surface_lib"
path = "src/lib.rs"

[package]
autobenches = false
autobins = false
autoexamples = false
autolib = false
autotests = false
build = false
description = "High-performance Rust library for volatility surface calibration and option pricing (SVI, linear IV, temporal interpolation)."
documentation = "https://docs.rs/surface-lib"
edition = "2021"
license = "MIT OR Apache-2.0"
name = "surface-lib"
readme = "README.md"
repository = "https://github.com/gnsqd/surface"
version = "0.1.0"

[[test]]
name = "linear_iv_tests"
path = "tests/linear_iv_tests.rs"

[[test]]
name = "svi_tests"
path = "tests/svi_tests.rs"

[[test]]
name = "test_utils"
path = "tests/test_utils.rs"