feat(greeks): Garman-Kohlhagen FX Greeks (delta/gamma/vega/theta/rho_d/rho_f)#403

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joaquinbejar merged 3 commits into

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pricing/garman-kohlhagen-greeks

Apr 27, 2026

Commits on Apr 27, 2026

feat(greeks): add Garman-Kohlhagen FX Greeks for #401
joaquinbejar
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Simplify Monte Carlo simulator data structure for improved rendering performance.
joaquinbejar
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address review: handle T=0 + use checked d_add in theta
joaquinbejar
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