feat(options): implement lookback options

[carlobortolan]

Closes #34.

[Copilot]

Pull Request Overview

This pull request implements support for lookback options by adding dedicated tests, updating the LookbackOption type with a strike field, and refactoring the Monte Carlo pricing model to accommodate these changes.

• Added tests for fixed and floating lookback options in tests/options_pricing.rs
• Updated LookbackOption’s constructors and payoff method in src/options/types/lookback_option.rs
• Refactored MonteCarloModel pricing logic and updated examples/documentation

Reviewed Changes

Copilot reviewed 8 out of 8 changed files in this pull request and generated 1 comment.

Show a summary per file

File	Description
tests/options_pricing.rs	Added new tests for lookback options and adjusted tolerance values and option trait tests
src/options/types/lookback_option.rs	Introduced a strike field and updated constructors and payoff logic for lookback pricing
src/options/types/asian_option.rs	Minor update in comments related to floating strike handling
src/options/models/monte_carlo.rs	Altered pricing logic to use simulate_price_paths for various option types, including lookback
src/options/instrument.rs	Refactored max/min spot retrieval to compute values from the spot vector
examples/options_pricing.rs	Updated example code to reflect the new fixed-strike Asian option usage
README.md	Revised documentation and examples to align with the new lookback option implementation

Comments suppressed due to low confidence (2)

src/options/models/monte_carlo.rs:228

• Lookback options are being priced using the Asian option pricing method, which could result in mispricing if the two are not equivalent. Verify whether this is the intended behavior or if a dedicated pricing method for lookback options should be implemented.

OptionStyle::Lookback(_) => self.price_asian(option),

tests/options_pricing.rs:1192

• [nitpick] The use of exp2() on 0.3 to compute epsilon is unconventional and may confuse readers. Consider using a clearer calculation, a named constant, or adding a comment to clarify its intended purpose.

let sd = 0.3f64.exp2();

[codecov]

Codecov Report

Attention: Patch coverage is 97.16981% with 3 lines in your changes missing coverage. Please review.

Project coverage is 94.26%. Comparing base (1b381c8) to head (09a44f5).
Report is 1 commits behind head on master.

Files with missing lines	Patch %	Lines
src/options/models/monte_carlo.rs	90.32%	3 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##           master      #52      +/-   ##
==========================================
+ Coverage   93.20%   94.26%   +1.06%     
==========================================
  Files          19       19              
  Lines        2456     2511      +55     
==========================================
+ Hits         2289     2367      +78     
+ Misses        167      144      -23     

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