options-surface-mcp

Arbitrage-free volatility surfaces, as tools an agent can call.

Calibrate an SVI surface from an option chain, get Greeks and term structure, and check the result for static arbitrage — over MCP, or as a library.

The part that matters is the eval harness. It ships a deterministic golden chain and scores every tool against values derived from first principles, because an agent that returns a plausible wrong surface is worse than one that errors.