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.
Benchmark harness crates are not published. Initialized constant values are also removed from the web reference so operational and calibration policy is not disclosed through generated signatures.
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.