iv-engine
=========

Copyright (c) 2026 iv-engine contributors

Licensed under the MIT License; see LICENSE for the full text.


Let's Be Rational (algorithm attribution)
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The implied-volatility routines implement the method described in:

  Jäckel, Peter (2015). "Let's Be Rational". Wilmott Magazine, 2015(75), 40–53.
  http://www.jaeckel.org/LetsBeRational.pdf

Behavior is validated against Peter Jäckel's reference C++ sources
(www.jaeckel.org/LetsBeRational.7z). The Rust implementation in this
repository is written independently and does not ship those reference files.


Peter Jäckel reference software (notice preserved)
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The following notice applies to Peter Jäckel's reference implementation
(LetsBeRational.7z / LetsBeRational.cpp). It is reproduced here for
attribution when publishing derivatives or reimplementations that follow
that reference, as recommended by the author and by downstream packages
such as vollib/lets_be_rational.

Copyright © 2013-2014 Peter Jäckel.

Permission to use, copy, modify, and distribute this software is freely granted,
provided that this notice is preserved.

WARRANTY DISCLAIMER
The Software is provided "as is" without warranty of any kind, either express or implied,
including without limitation any implied warranties of condition, uninterrupted use,
merchantability, fitness for a particular purpose, or non-infringement.
