Add vanna and volga functions

[joedursun]

Closes #89

Add second-order Black-Scholes Greeks (vanna, volga, charm, veta, color)

Adds five second-order Greeks to the apply-pipeline registry, alongside aliases for natural-language search:

• bs_vanna — ∂Δ/∂σ = ∂Vega/∂Spot. Sign tracks -d2.
• bs_volga (a.k.a. vomma) — ∂Vega/∂σ. Sign tracks d1·d2.
• bs_charm — ∂Δ/∂t, delta decay. The natural completion of the time/space cross-derivatives now that vanna and volga cover space/vol and vol/vol.
• bs_veta — ∂Vega/∂t, vega decay. Useful for vol-trading P&L attribution.
• bs_color — ∂Γ/∂t, gamma decay. Sign flips between ATM (gamma builds) and OTM (gamma decays).
• Search aliases: vanna, volga, vomma, charm, veta, color.

Implementation nuances

• Calendar-time convention. All time-decay Greeks use ∂x/∂t (not ∂x/∂T), matching the existing bs_theta sign — negative for the long-option holder in the typical ATM case. Wikipedia's published formulas are inconsistent here (some are
  labeled ∂x/∂t but evaluate to ∂x/∂T)
• Trader-quoted scaling, consistent with existing Greeks.
  • bs_vanna /= 100 — change in bs_delta per 1% vol.
  • bs_volga /= 10000 — change in bs_vega per 1% vol.
  • bs_charm /= 365 — change in bs_delta per day.
  • bs_veta /= 36500 — change in bs_vega per day.
  • bs_color /= 365 — change in bs_gamma per day.
• No dividends → no option_type. Under the codebase's q=0 assumption, vanna/volga/charm/veta/color are identical for calls and puts (the e^(-qT) call-put difference becomes T-independent). Documented in each description; consistent with how bs_gamma/bs_vega already handle it.
• bs_theta description updated to include the phrase "Time decay" so the canonical time-decay Greek isn't crowded out of the function search by the new charm/veta/color descriptions.

[rian-dolphin]

LGTM