volsurf 1.0.0

Production-ready volatility surface library for derivatives pricing
Documentation 
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//! Implied volatility extraction from option prices.
//!
//! Provides three models for extracting implied volatility:
//!
//! - [`BlackImpliedVol`] — Standard Black (lognormal) model via Jäckel's algorithm
//! - [`NormalImpliedVol`] — Bachelier (normal) model for fixed income / short-dated FX
//! - [`DisplacedImpliedVol`] — Displaced diffusion hybrid (interpolates normal ↔ Black)

pub mod black;
pub mod displaced;
pub mod normal;

pub use black::{BlackImpliedVol, black_price};
pub use displaced::{DisplacedImpliedVol, displaced_price};
pub use normal::{NormalImpliedVol, normal_price};