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  1. iv-surface-engine iv-surface-engine Public

    High-performance implied volatility surface library with a C++ engine (SABR/SSVI/eSSVI) and Python/Streamlit dashboard. Features arbitrage enforcement, vega-weighted calibration, Lee moment bounds,…

    Python 1

  2. option-strategy-pricer option-strategy-pricer Public

    C++ Black-Scholes pricing engine with American options (binomial tree), REST API (cpp-httplib), and React dashboard for multi-leg portfolio analysis with real-time Greeks, payoff diagrams, and vola…

    C++ 1