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sanos

v0.2.1 Experimental

SANOS: Smooth strictly Arbitrage-free Non-parametric Option Surfaces (Rust implementation)

MIT Edition 2021 MSRV 1.74
ScienceMathematics #options#quant#calibration#arbitrage#volatility

Quick Verdict

  • Actively maintained (updated 73d ago)
  • !Pre-1.0: API may have breaking changes
  • Permissive license (MIT)

Security

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Downloads
11.0K
Dependents
0
Releases
4
Size
2.5MB

Deep Insights

📈
Strong growth momentum

9.0K downloads in the last 30 days (301/day), up 347% from the previous period.

📐
Large crate size

2.5MB is relatively large. May impact download and compile times.

Health Breakdown

Maintenance 14/25

Recency, release consistency, active ratio

Quality 12/25

Yanked ratio, deps, size, maturity, features

Community 6/20

Reverse deps, ownership, ecosystem

Popularity 5/15

Downloads, momentum, growth trend

Documentation 15/15

Docs, repo, license, metadata

Download Trend

Daily downloads · last 90 days
123/day avg+794%
02004006008002/263/164/34/215/95/26

Version Adoption

v0.2.1
100%
v0.2.0
0%
v0.1.1
0%
v0.1.0
0%

Release Timeline

4 releasessince 2026
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Feature Flags

default =["iv-jaeckel"]

serdeiv-jaeckel*

README

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Maintainers

Dependencies
7
direct dependencies
Dependents
0
crates depend on sanos

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