Crate ferro_risk 

Re-exports

pub use analytics::contract_analytics;

pub use analytics::contract_analytics_batch;

pub use error::FerroRiskError;

pub use greeks::greeks_batch_simd;

pub use greeks::charm;

pub use greeks::color;

pub use greeks::delta;

pub use greeks::gamma;

pub use greeks::greeks_all;

pub use greeks::greeks_batch;

pub use greeks::rho;

pub use greeks::theta;

pub use greeks::vanna;

pub use greeks::vega;

pub use greeks::veta;

pub use greeks::volga;

pub use implied::HestonCalibrationEvaluation;

pub use implied::HestonCalibrationQuote;

pub use implied::HestonCalibrationResidual;

pub use implied::HestonCalibrationSummary;

pub use implied::JumpDiffusionCalibrationEvaluation;

pub use implied::JumpDiffusionCalibrationQuote;

pub use implied::JumpDiffusionCalibrationResidual;

pub use implied::JumpDiffusionCalibrationSummary;

pub use implied::LocalVolCalibrationEvaluation;

pub use implied::LocalVolCalibrationQuote;

pub use implied::LocalVolCalibrationResidual;

pub use implied::LocalVolCalibrationSummary;

pub use implied::bisection_iv;

pub use implied::evaluate_heston_calibration_quotes;

pub use implied::evaluate_heston_surface_calibration_input;

pub use implied::evaluate_jump_diffusion_calibration_quotes;

pub use implied::evaluate_jump_diffusion_surface_calibration_input;

pub use implied::evaluate_local_vol_calibration_quotes;

pub use implied::evaluate_local_vol_surface_calibration_input;

pub use implied::implied_vol;

pub use implied::implied_vol_batch;

pub use implied::implied_vol_from_normalised_price;

pub use implied::normalised_black;

pub use implied::normalised_vega;

pub use integration::FerroWaveExposureAttributionDriver;

pub use integration::FerroWaveExposureAttributionRow;

pub use integration::FerroWaveExposureScenarioReport;

pub use integration::FerroWaveJumpSignal;

pub use integration::FerroWaveRegimeSignal;

pub use integration::FerroWaveScenarioAdapter;

pub use integration::FerroWaveScenarioStep;

pub use integration::FerroWaveVolatilitySignal;

pub use integration::JumpAssumption;

pub use integration::JumpAssumptionAdapter;

pub use integration::evaluate_ferro_wave_exposure_scenario;

pub use models::LocalVolEngine;

pub use models::LocalVolForwardPdeConfig;

pub use models::LocalVolKernelPolicy;

pub use models::LocalVolMcConfig;

pub use models::LocalVolMcSeed;

pub use models::LocalVolPdeConfig;

pub use models::LocalVolPricer;

pub use models::american_price;

pub use models::bachelier_price;

pub use models::black76_price;

pub use models::bsm_price;

pub use models::displaced_black_price;

pub use models::heston_price;

pub use models::local_vol_greeks;

pub use models::local_vol_price;

pub use models::local_vol_strip_price;

pub use models::merton_price;

pub use models::price;

pub use portfolio::Book;

pub use portfolio::BookId;

pub use portfolio::Portfolio;

pub use portfolio::Position;

pub use portfolio::PositionId;

pub use portfolio::PositionQuantity;

pub use portfolio::Strategy;

pub use portfolio::StrategyId;

pub use reference::AmericanReferenceReport;

pub use reference::DEFAULT_AMERICAN_REFERENCE_STEPS;

pub use reference::american_reference_price;

pub use reference::american_reference_price_with_steps;

pub use reference::american_reference_report;

pub use reference::american_reference_report_with_steps;

pub use risk::BookRiskReport;

pub use risk::BookScenarioPnlReport;

pub use risk::BookScenarioReport;

pub use risk::ExpiryRiskBucket;

pub use risk::ExpiryScenarioPnlBucket;

pub use risk::PortfolioRiskReport;

pub use risk::PortfolioScenarioPnlReport;

pub use risk::PortfolioScenarioReport;

pub use risk::PositionRisk;

pub use risk::PositionScenarioPnl;

pub use risk::PositionScenarioPnlRow;

pub use risk::PositionScenarioReport;

pub use risk::ScenarioDefinition;

pub use risk::ScenarioShock;

pub use risk::StrategyRiskReport;

pub use risk::StrategyScenarioPnl;

pub use risk::StrategyScenarioPnlRow;

pub use risk::StrategyScenarioReport;

pub use risk::StrikeRiskBucket;

pub use risk::StrikeScenarioPnlBucket;

pub use risk::aggregate_book_risk;

pub use risk::aggregate_portfolio_risk;

pub use risk::aggregate_strategy_risk;

pub use risk::evaluate_book_scenario;

pub use risk::evaluate_portfolio_scenario;

pub use risk::explain_book_scenario_pnl;

pub use risk::explain_portfolio_scenario_pnl;

pub use risk::local_vol_scenario_price;

pub use risk::local_vol_scenario_strip_price;

pub use streaming::AtmTermStructurePoint;

pub use streaming::ButterflyPoint;

pub use streaming::ChainContractId;

pub use streaming::ChainContractMultiplier;

pub use streaming::ChainContractSnapshot;

pub use streaming::ChainContractUpdate;

pub use streaming::ChainDerivedMetrics;

pub use streaming::ChainExpiryWall;

pub use streaming::ChainExposureContract;

pub use streaming::ChainExposureExclusionReason;

pub use streaming::ChainExposureExpiryBucket;

pub use streaming::ChainExposureFlipLevel;

pub use streaming::ChainExposureInputs;

pub use streaming::ChainExposureMetric;

pub use streaming::ChainExposurePolicy;

pub use streaming::ChainExposureReport;

pub use streaming::ChainExposureSignConvention;

pub use streaming::ChainExposureState;

pub use streaming::ChainExposureStateRefresh;

pub use streaming::ChainExposureStrikeBucket;

pub use streaming::ChainExposureValues;

pub use streaming::ChainFlowReport;

pub use streaming::ChainFlowState;

pub use streaming::ChainFlowStateRefresh;

pub use streaming::ChainMetadata;

pub use streaming::ChainMetricPolicy;

pub use streaming::ChainMissingImpliedVolatilityTreatment;

pub use streaming::ChainMissingOpenInterestTreatment;

pub use streaming::ChainQuote;

pub use streaming::ChainRefreshReport;

pub use streaming::ChainSnapshot;

pub use streaming::ChainState;

pub use streaming::ChainStrikeWall;

pub use streaming::ChainUpdateBatch;

pub use streaming::ChainZeroOpenInterestTreatment;

pub use streaming::CharmExposureConvention;

pub use streaming::DeltaExposureConvention;

pub use streaming::ExcludedChainExposureContract;

pub use streaming::GammaExposureConvention;

pub use streaming::ImpliedMovePoint;

pub use streaming::QuoteSource;

pub use streaming::RiskReversalPoint;

pub use streaming::SpotLadderPoint;

pub use streaming::SpotLadderPolicy;

pub use streaming::SpotLadderReport;

pub use streaming::VannaExposureConvention;

pub use streaming::VegaExposureConvention;

pub use streaming::VolOfVolProxyPoint;

pub use streaming::atm_term_structure;

pub use streaming::butterfly_curve;

pub use streaming::derive_chain_exposures;

pub use streaming::derive_flow_analytics;

pub use streaming::derive_market_metrics;

pub use streaming::expiry_walls;

pub use streaming::exposure_flip_levels;

pub use streaming::implied_move_curve;

pub use streaming::risk_reversal_curve;

pub use streaming::spot_ladder;

pub use streaming::strike_walls;

pub use streaming::vol_of_vol_proxy_curve;

pub use surface::AcceptableReason;

pub use surface::BidAskInversionError;

pub use surface::BidAskIvBounds;

pub use surface::BidAskPenalty;

pub use surface::BidAskPenaltyRecord;

pub use surface::BidAskPrices;

pub use surface::BidOrAsk;

pub use surface::ButterflyArbitrageProjection;

pub use surface::ButterflyArbitrageViolation;

pub use surface::ButterflyViolation;

pub use surface::CalendarArbitrageViolation;

pub use surface::DEFAULT_FORWARD_PARITY_RELATIVE_TOLERANCE;

pub use surface::DEFAULT_PARITY_MONEYNESS_WINDOW;

pub use surface::DegeneracyReason;

pub use surface::DupireExtractionDiagnostics;

pub use surface::DupireExtractionGrid;

pub use surface::DupireExtractionPolicy;

pub use surface::DupireLocalVolPoint;

pub use surface::FailureReason;

pub use surface::FeasibilityDrop;

pub use surface::FeasibilityDropReason;

pub use surface::FeasibilityPolicy;

pub use surface::FeasibilityWarning;

pub use surface::FitQuality;

pub use surface::HuberLoss;

pub use surface::JointSsviCalibrationBounds;

pub use surface::JointSsviCalibrationPolicy;

pub use surface::JointSsviCalibrationPrior;

pub use surface::JointSsviGlobals;

pub use surface::LocalVolSurfaceGrid;

pub use surface::LossFunction;

pub use surface::MoneynessWindow;

pub use surface::NormalizedSurfaceQuote;

pub use surface::ParityConsistencyReport;

pub use surface::ParityForwardCurve;

pub use surface::ParityForwardCurvePoint;

pub use surface::ParityForwardCurveResidual;

pub use surface::ParityForwardEstimate;

pub use surface::ParityQuotePair;

pub use surface::SMILE_DELTA_DEFAULT_BRACKET_EXPANSIONS;

pub use surface::SMILE_DELTA_DEFAULT_MAX_ITERATIONS;

pub use surface::SMILE_DELTA_DEFAULT_OBJECTIVE_TOLERANCE;

pub use surface::SMILE_DELTA_DEFAULT_RELATIVE_TOLERANCE;

pub use surface::SabrCalibrationBounds;

pub use surface::SabrCalibrationPolicy;

pub use surface::SabrCalibrationPrior;

pub use surface::SabrParameters;

pub use surface::SabrSmile;

pub use surface::SabrSurface;

pub use surface::SsviCalibrationBounds;

pub use surface::SsviCalibrationPolicy;

pub use surface::SsviCalibrationPrior;

pub use surface::SsviSlice;

pub use surface::SsviSurface;

pub use surface::StaticArbitrageCheckPolicy;

pub use surface::StaticArbitrageDiagnostics;

pub use surface::SurfaceButterflySelection;

pub use surface::SurfaceCalibrationInput;

pub use surface::SurfaceCalibrationModel;

pub use surface::SurfaceCalibrationObjectiveSpace;

pub use surface::SurfaceCalibrationOutcome;

pub use surface::SurfaceCalibrationQualityThresholds;

pub use surface::SurfaceCalibrationReport;

pub use surface::SurfaceCalibrationResidual;

pub use surface::SurfaceCalibrationSearchPolicy;

pub use surface::SurfaceCalibrationSummary;

pub use surface::SurfaceCarryInputs;

pub use surface::SurfaceDeltaConvention;

pub use surface::SurfaceDeltaCoordinate;

pub use surface::SurfaceDeltaStrike;

pub use surface::SurfaceDeltaStrikeSelection;

pub use surface::SurfaceDeltaStrikeSelectionRequest;

pub use surface::SurfaceDeltaWingStrikeSelection;

pub use surface::SurfaceLogMoneyness;

pub use surface::SurfaceMarketContext;

pub use surface::SurfaceNormalizationAdjustmentReason;

pub use surface::SurfaceNormalizationOutcome;

pub use surface::SurfaceNormalizationPolicy;

pub use surface::SurfaceNormalizationRejectReason;

pub use surface::SurfaceNormalizationReport;

pub use surface::SurfacePerTenorForwards;

pub use surface::SurfacePriceSource;

pub use surface::SurfaceQualityFilteredOutcome;

pub use surface::SurfaceQuoteAdjustment;

pub use surface::SurfaceQuoteCoordinate;

pub use surface::SurfaceQuoteObservation;

pub use surface::SurfaceQuoteProvenance;

pub use surface::SurfaceQuoteQuality;

pub use surface::SurfaceQuoteQualityPolicy;

pub use surface::SurfaceQuoteQualityRejectReason;

pub use surface::SurfaceQuoteQualityRejection;

pub use surface::SurfaceQuoteQualityReport;

pub use surface::SurfaceQuoteQualitySummary;

pub use surface::SurfaceQuoteTreatment;

pub use surface::SurfaceQuoteTreatmentKind;

pub use surface::SurfaceQuoteWeight;

pub use surface::SurfaceReferencePricePolicy;

pub use surface::SurfaceRejectedQuote;

pub use surface::SurfaceRepairAdjustment;

pub use surface::SurfaceRepairAdjustmentReason;

pub use surface::SurfaceRepairInputOutcome;

pub use surface::SurfaceRepairOutcome;

pub use surface::SurfaceRepairPolicy;

pub use surface::SurfaceRepairReport;

pub use surface::SurfaceRepairSummary;

pub use surface::SurfaceRiskReversalSelection;

pub use surface::SurfaceSelectedSmilePoint;

pub use surface::SurfaceSelectionQuotePolicy;

pub use surface::SurfaceSliceCalibrationParameters;

pub use surface::SurfaceSliceCalibrationReport;

pub use surface::SurfaceSmile;

pub use surface::SurfaceSmileAmericanDeltaStrikeSelectionRequest;

pub use surface::SurfaceSmileDeltaSelectionPolicy;

pub use surface::SurfaceSmileDeltaStrikeSelectionRequest;

pub use surface::SurfaceSmileRiskMetrics;

pub use surface::SurfaceSmileRiskReversal;

pub use surface::SurfaceSmileRiskReversalWing;

pub use surface::SurfaceSmileRiskReversalWingQuality;

pub use surface::SurfaceTenor;

pub use surface::SurfaceWingSmileSelection;

pub use surface::SviCalibrationParameterization;

pub use surface::SviCalibrationPolicy;

pub use surface::SviCalibrationPrior;

pub use surface::SviNaturalCalibrationBounds;

pub use surface::SviNaturalParameters;

pub use surface::SviRawCalibrationBounds;

pub use surface::SviRawParameters;

pub use surface::SviSmile;

pub use surface::SviSurface;

pub use surface::ThetaTermStructure;

pub use surface::ThetaTermStructureParams;

pub use surface::TrimmedMseLoss;

pub use surface::VolSurface;

pub use surface::calibrate_joint_ssvi_surface;

pub use surface::calibrate_sabr_surface;

pub use surface::calibrate_ssvi_surface;

pub use surface::calibrate_svi_surface;

pub use surface::check_forward_parity;

pub use surface::diagnose_static_arbitrage;

pub use surface::diagnose_static_arbitrage_with_policy;

pub use surface::estimate_parity_forward;

pub use surface::estimate_parity_forward_curve;

pub use surface::extract_dupire_local_volatility;

pub use surface::extract_dupire_local_volatility_grid;

pub use surface::normalize_chain_for_surface;

pub use surface::normalize_chain_for_surface_with_forward_overrides;

pub use surface::prepare_calibration_input_with_quality_policy;

pub use surface::prepare_calibration_input_with_quality_policy_and_forward_overrides;

pub use surface::repair_sabr_surface;

pub use surface::repair_ssvi_surface;

pub use surface::repair_surface_input;

pub use surface::repair_svi_surface;

pub use surface::select_near_atm_parity_pairs;

pub use surface::surface_butterfly_from_normalized_quotes;

pub use surface::surface_butterfly_from_smile;

pub use surface::surface_delta_from_strike;

pub use surface::surface_delta_grid;

pub use surface::surface_nearest_strike;

pub use surface::surface_raw_interpolated_skew;

pub use surface::surface_risk_reversal_from_normalized_quotes;

pub use surface::surface_risk_reversal_from_smile;

pub use surface::surface_select_delta_strike;

pub use surface::surface_select_delta_wing_strikes;

pub use surface::surface_select_smile_american_delta_strike;

pub use surface::surface_select_smile_american_delta_wing_strikes;

pub use surface::surface_select_smile_delta_strike;

pub use surface::surface_select_smile_delta_wing_strikes;

pub use surface::surface_select_wing_normalized_quotes;

pub use surface::surface_select_wing_smile_points;

pub use surface::surface_signed_delta_from_strike;

pub use surface::surface_smile_iv_at_delta;

pub use surface::surface_smile_risk_metrics;

pub use surface::surface_smile_risk_reversal;

pub use surface::surface_strike_from_delta;

pub use surface::surface_strike_grid_from_deltas;

pub use types::ArbFreeReport;

pub use types::ContractAnalyticsResult;

pub use types::DisplacedBlackShift;

pub use types::ExerciseStyle;

pub use types::Greeks;

pub use types::HestonParameters;

pub use types::IvResidualUnit;

pub use types::IvResult;

pub use types::IvSolveInputs;

pub use types::JumpDiffusionParameters;

pub use types::OptionType;

pub use types::PricingInputs;

pub use types::PricingModel;

pub use constants::*;

Modules

analytics

High-level fused contract analytics APIs.

constants

error

greeks

Layer 4 Greeks implementations.

implied

Layer 2 implied volatility solver components.

integration

Typed integration boundaries for upstream systems.

models

Layer 3 pricing model implementations.

numerics

Layer 1 numerical primitives.

portfolio

Ordered portfolio, position, and strategy containers for aggregate risk.

reference

Opt-in high-fidelity American reference pricing and validation helpers.

risk

Aggregate-risk and scenario reporting APIs.

serialization

Optional JSON serialization helpers for public FerroRisk payloads.

streaming

Live option-chain state and deterministic incremental refresh semantics.

surface

Volatility-surface traits and typed market-data contracts.

types