crates.io
org-regit-io/regit-svi
Arbitrage-free SVI volatility surfaces in pure Rust — Raw, Jump-Wings & SSVI parametrisations, quasi-explicit & Levenberg-Marquardt calibration, butterfly & calendar-spread arbitrage checks. All math hand-rolled from primary sources. Zero dependencies. Part of the Regit OS, the operating system for investment products.
Apache-2.05 ago 2026 · métricas 2.10.0