FerroRisk
API reference
Rust API reference for FerroRisk pricing, volatility, Greeks, surfaces, and portfolio risk.
The FerroRisk API reference covers pricing inputs, model dispatch, implied-volatility solving, Greeks, surface calibration, chain analytics, serialization, and portfolio risk.
API bundle
ferro_risk— pricing models,PricingInputs,IvSolveInputs, Greeks, volatility surface tooling, diagnostics, and portfolio risk estimators.
Start here
- Getting started prices the first contract and reads Greeks.
- Contract analytics example solves IV, forward, and Greeks in one call.
- Surface calibration example shows the SVI/SSVI/SABR calibration boundary.