surface-lib 0.1.0

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

on:
  push:
    branches:
      - main
      - master
  pull_request:

jobs:
  build-and-test:
    runs-on: ubuntu-latest

    steps:
      - name: Checkout repository
        uses: actions/checkout@v4

      - name: Set up Rust
        uses: dtolnay/rust-toolchain@stable

      - name: Cache cargo registry
        uses: actions/cache@v4
        with:
          path: |
            ~/.cargo/registry
            ~/.cargo/git
            target
          key: ${{ runner.os }}-cargo-${{ hashFiles('**/Cargo.lock') }}
          restore-keys: |
            ${{ runner.os }}-cargo-

      - name: Check formatting
        run: cargo fmt --all -- --check

      - name: Run clippy
        run: cargo clippy --all-targets --all-features -- -D warnings

      - name: Build
        run: cargo build --all-targets --verbose

      - name: Test
        run: cargo test --all-features --verbose