surface-lib-0.1.0
- surface-lib 0.1.0
- Docs.rs crate page
- MIT OR Apache-2.0
- Links
- Repository
- crates.io
- Source
- Owners
- gnsqd-owner
- Dependencies
- anyhow ^1.0 normal
  cmaes-lbfgsb ^0.1.0 normal
  csv ^1.2 normal
  libm ^0.2 normal
  plotters ^0.3.7 normal
  rand ^0.8 normal
  roots ^0.0.8 normal
  serde ^1.0 normal optional
  statrs ^0.16 normal
  toml ^0.8 normal
  csv ^1.3 dev
- Versions
- 80.5% of the crate is documented
Platform
Feature flags

docs.rs

Rust

Module svi

surface_lib0.1.0

Module svi

Module Items

Modules

In surface_lib::models

surface_lib::models

Module svi

Modules§

svi_calibrator: SVI model calibrator implementation
svi_model: Stochastic Volatility Inspired (SVI) model implementation