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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//! Linear IV interpolation module
//!
//! Provides pure linear interpolation of implied volatility surfaces in variance space,
//! focusing on per-expiration calculations including ATM IV and fixed-delta IVs.
//! Also includes temporal interpolation for building fixed time grids across multiple maturities.

pub mod interp;
pub mod temporal;
pub mod types;

pub use interp::*;
pub use temporal::*;
pub use types::*;