Documentation
FerroSpread
The spread analytics and optimization engine behind Spread Foundry and MeridianScope — it constructs multi-leg spreads over the FerroRisk IV surface, ranks them on a configurable scoring surface, and explains every candidate, all on one typed Construct → Rank → Explain path.
What it is
FerroSpread turns a typed ChainSnapshot into ranked, explained SpreadCandidates. Pricing comes from FerroRisk — FerroSpread does not invent its own pricing path — and every ranked candidate carries an explanation payload, so a recommendation is never a black box.
Three stages
- Construct — multi-leg construction across the standard taxonomy plus custom legs, with per-leg constraints applied at construction time. See bull call debit and iron condor.
- Rank — a configurable scoring surface over the full candidate set in one pass: expected value, capital efficiency, probability of profit, and more, under hard constraints. See rank by EV.
- Explain — a typed explanation on every output: score breakdown, dominant Greeks, comparables, and the assumptions trail. See explain a candidate.
Start here
- Getting started — add the engine and construct your first spread.
- Conventions — the unit and modeling contracts behind a ranked candidate.
- Strategies — the spread taxonomy the builder supports.
- The API reference (rustdoc) — every public type, function, and trait in the engine crates.