Skip to content

Decision guide

Use this page to route into the strongest engineering proof in the repo. The proof sequence has three steps: repair a noisy implied-vol surface, make the Dupire handoff smooth enough to trust, then show local-vol and PDE repricing evidence.

Choose by question

If you want to show... Open this page Supporting notebook Why it matters
The library can repair and diagnose a noisy quote surface Surface repair workflow 06_surface_noarb_svi_repair.ipynb This is the clearest static-surface engineering proof: quotes, diagnostics, SVI fit quality, and repair are all visible.
The local-vol handoff is smoother than a slice stack eSSVI smooth handoff 07_essvi_smooth_surface_for_dupire.ipynb This is where the repo proves the time-derivative problem is understood and explicitly improved.
The numerics are validated rather than just implemented Local-vol and PDE validation 08_localvol_pde_repricing.ipynb This page shows repricing accuracy, error structure, and convergence rather than a black-box PDE result.
The benchmark story is real and reproducible Performance evidence Benchmark artifacts under benchmarks/artifacts/ This is where scaling, remedy tradeoffs, and end-to-end stage budgets are measured.
The system design is deliberate and typed Architecture 09_surface_to_localvol_pde_integration.ipynb The architecture page explains how the pricing, volatility, numerics, and validation layers fit together.

Proof sequence

  1. Read Surface repair workflow.
  2. Continue to eSSVI smooth handoff.
  3. Finish with Local-vol and PDE validation.

Use Performance evidence and Architecture after that sequence when the follow-up questions turn to scaling, cost, or system design.