Catalogue tag

#volatility-surface

Every repository in the public record carrying this tag — from its GitHub topics or the keywords its package registries publish. Health is measured under the same versioned methodology as the rest of the record.

1 record

Tagged “volatility-surface”Ranked by health index

crates.io

67Goodhealth index

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.

Rust★ 3↓ 3,568/moAug 5, 2026

Apache-2.0Aug 5, 2026 · metrics 2.10.0