ta_lib_in_rust::indicators::options::implied_volatility

Struct IVSurface

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pub struct IVSurface {
    pub min_strikes_for_skew: usize,
    pub min_expirations_for_term: usize,
    pub iv_rank_window_days: usize,
}
Expand description

Implied Volatility Surface for analyzing IV patterns across strikes and expirations

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§min_strikes_for_skew: usize

Minimum number of strikes required to construct a valid IV skew

§min_expirations_for_term: usize

Minimum number of expirations required to construct a valid term structure

§iv_rank_window_days: usize

Historical percentile window for IV rank calculation

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impl Default for IVSurface

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