pub fn production() -> OptimizationConfigExpand description
Production-grade configuration optimized for live trading systems.
Characteristics:
- Maximum iterations: 5,000
- Convergence tolerance: 1e-8
- Robust convergence with high accuracy
- Suitable for real-time trading environments
Use Cases:
- Live option pricing systems
- Production volatility surface construction
- High-frequency trading applications
ยงExample
use surface_lib::default_configs;
let config = default_configs::production();
// Use for production calibration...