surface_lib/models/linear_iv/
mod.rs

1//! Linear IV interpolation module
2//!
3//! Provides pure linear interpolation of implied volatility surfaces in variance space,
4//! focusing on per-expiration calculations including ATM IV and fixed-delta IVs.
5//! Also includes temporal interpolation for building fixed time grids across multiple maturities.
6
7pub mod interp;
8pub mod temporal;
9pub mod types;
10
11pub use interp::*;
12pub use temporal::*;
13pub use types::*;