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Stable serialization: VolSurface.save/load with a versioned JSON schema #23

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Description

@marwinsteiner

Context

Calibrating is expensive; evaluating is cheap. Production systems calibrate once and distribute the surface. Pickle is not a schema.

Proposal

surface.save(path) / VolSurface.load(path) with a stable, versioned JSON schema: schema_version, svi-py version, model name, per-slice maturities/parameters/forwards, rate, interp_method, and the fit report/provenance when present. Round-trips exactly; load validates schema_version and model availability.

Acceptance criteria

  • save -> load round-trip reproduces evaluation bitwise
  • Schema documented; unknown schema_version rejected with a clear error
  • Works for all seven parametrizations

Activity

  1. added this to the v1.0.0 milestone on Sep 14, 2026
  2. github-actions commented on Oct 11, 2026

    @github-actions
    Contributor

    Shipped in v1.0.0 (PR #32).

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