theGreekLab v2.3.0

theGreekLab v2.3.0

This release adds curve-aware European option pricing, volatility-surface
support, optional JavaFX visualization, and cross-platform native runtime
validation.

Highlights

• Curve market-data API with flat and log-linearly interpolated discount and
  forward curves.
• Nominal FundingCurve and DividendYieldCurve types to prevent accidental
  curve-role swaps.
• Curve-aware ForwardBlack76 pricing using equity forward and funding curves.
• VolatilitySurface and FlatVolatilitySurface, with surface-aware
  ForwardBlack76 constructors.
• Optional thegreeklab-visualization artifact with validated surface sampling
  and a resizable JavaFX implied-volatility heatmap.
• Native pbivnorm runtime support and CI validation for:
  • Windows x86-64
  • Linux x86-64
  • macOS Intel
  • macOS Apple Silicon

Compatibility

• No intended breaking changes to the existing Black-Scholes API.
• BlackScholes and ForwardBlack76 now share the same internal $d_1$
  calculation.

Artifacts

Core library:

<dependency>
  <groupId>io.github.iamchorchos</groupId>
  <artifactId>thegreeklab</artifactId>
  <version>2.3.0</version>
</dependency>

Optional JavaFX visualization module:

<dependency>
  <groupId>io.github.iamchorchos</groupId>
  <artifactId>thegreeklab-visualization</artifactId>
  <version>2.3.0</version>
</dependency>