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0.17.1 — Garman-Kohlhagen FX Pricing

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@joaquinbejar joaquinbejar released this 26 Apr 08:38
· 6 commits to main since this release
v0.17.1
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Learn about vigilant mode.

Add Garman-Kohlhagen closed-form pricing for European FX options. Structurally identical to Black-Scholes-Merton with dividend_yield ↔ r_f (foreign rate) mapping. Includes 21 regression tests (Hull canonical, BSM equivalence to 1e-9, FX parity, symmetric-rate degenerate case). Module-level docs on field mapping and numerical method. Example binary demos ATM/ITM scenarios with parity verification.

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