Pricing: Black-Scholes-Merton with continuous yield and full Greeks (incl. vanna, charm, vomma), Black-76, CRR binomial (American, averaged smoothing), antithetic Monte Carlo with confidence interval.
Implied volatility: safeguarded Newton with Brenner-Subrahmanyam start and bisection fallback.
Volatility surface: chain CSV loader, per-quote IV, raw SVI fit per expiry, total-variance interpolation, butterfly and calendar arbitrage checks.
Strategy builder: YAML, CLI shorthand and 14 templates; lot sizes from TOML.
Analytics: payoff at expiry and T+n, breakevens, max profit/loss with unbounded detection, net Greeks, probability of profit, expected value, SPAN-like margin scan, risk matrix.