implied volatility solver Rust
Implied volatility solving in Rust, inside the risk path.
MorphIQ Risk treats implied volatility as part of the analytics pipeline, not a disconnected helper function.
Problem
Why this needs one shared risk path
Standalone IV solvers can disagree with the pricing model or fail silently near difficult quotes.
Surface calibration needs robust contract-level IV behavior before fitting begins.
Live chains need solved IV, forward recovery, and diagnostics in one pass.
Workflow
How MorphIQ Risk handles it
Recover the market context
Forward recovery and quote conventions are handled before solved IV feeds downstream analytics.
Solve on the model path
IV solving stays attached to the pricing model and unit conventions used for Greeks.
Feed surfaces and chains
Solved IVs can become inputs for SVI, SSVI, SABR, smile panels, and chain-level exposure views.
Fit
What makes this MorphIQ Risk-shaped
Fused contract analytics combines solved IV, forward, and Greeks.
Surface calibration pages build on contract-level IV behavior.
Reference tests and proof gates reduce room for silent convention drift.
Questions
Common concerns
Is the solver isolated from the rest of the engine?
No. MorphIQ Risk positions IV solving as part of contract analytics and surface construction.
Does MorphIQ Risk expose fit diagnostics?
Yes. Surface calibration includes fit-quality diagnostics and quality contracts.
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