Module linear_iv

Module linear_iv 

Source
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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.

Re-exports§

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

Modules§

interp
temporal
Temporal interpolation for fixed time grid construction
types