surface-lib 0.1.0

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

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

[dependencies]
serde = { version = "1.0", features = ["derive"], optional = true }
toml = "0.8"
anyhow = "1.0"
rand = "0.8"
cmaes-lbfgsb = "0.1.0"
libm = "0.2"
plotters = { version = "0.3.7", default-features = false, features = ["svg_backend"] }
csv = "1.2"
statrs = "0.16"
roots = "0.0.8"

[dev-dependencies]
csv = "1.3"