This is the friendly, step-by-step version of the README. If you'd rather skim a reference, the README has the full tool inventory and parameter docs. If you're starting from scratch and want to be ...

This main branch is the Rust-powered v1 release, a significant upgrade over 0.x in performance and architecture. Need the legacy pure-Python behavior? Use release/0.x.

How to build a volatility surface model that captures correlation structure, accommodates event-driven jumps, and enables forward simulation for risk metrics — with code examples and calibration ...