Updated roadmap including publishing

Author: aleCombi

docs/derivatives_pricing_roadmap.md

@@ -1,5 +1,6 @@
+# ✅ Derivatives Pricing Library — Roadmap Checklist (Updated)
 
-# ✅ Derivatives Pricing Library – Roadmap Checklist (Updated)
+---
 
 ## PHASE 1 — Core Pricing Engine [✅ Completed]
 
@@ -11,50 +12,74 @@
 - [x] Pricer structure with method, marketinputs, payoff
 - [x] Test suite with unit tests and basic price agreements
 
+---
+
 ## PHASE 2 — Market Inputs & Calibration Basics [✅ Completed]
 
 - [x] `BSVolSurface` with rectangular grid + interpolation and `get_vol(t)` accessor
 - [x] Implied vol inversion for vanilla options
 - [x] `calibrate_vol_surface(quotes)` from market prices
 - [x] `DiscountCurve` (flat, piecewise) and `df(t)` accessor
 - [x] Unit tests: vol/curve access, interpolation, smoke pricing
-- [x] Rate Curves: Usage instead of constant rates, convenience constructors.
+- [x] Rate Curves: Usage instead of constant rates, convenience constructors
+
+---
 
-## PHASE 3 — Greeks & Calibration Infrastructure (2–3 weeks)
+## PHASE 3 — Greeks & Calibration Infrastructure [✅ Completed]
 
 - [x] Implement `GreekProblem` and `solve` with support for:
-- [x] Finite differences (forward, backward, central)
-- [x] Forward AD
-- [x] Analytic Greeks for Black-Scholes
-- [x] Optional: AD for Monte Carlo methods
+  - [x] Finite differences (forward, backward, central)
+  - [x] Forward AD
+  - [x] Analytic Greeks for Black-Scholes
+  - [x] Optional: AD for Monte Carlo methods
 - [x] Plug Greeks into pricing pipeline with consistent API
 - [x] Develop modular calibration system:
-- [x] Residual-based calibration engine
-- [x] Objective functions from market quotes
-- [x] Support for different pricer-model combinations
-- [x] Heston calibration to implied volatility surface
+  - [x] Residual-based calibration engine
+  - [x] Objective functions from market quotes
+  - [x] Support for different pricer-model combinations
+  - [x] Heston calibration to implied volatility surface
 - [x] Unit tests: Greeks accuracy vs known formulas, calibration residual shapes
 
-## PHASE 3.5 — Monte Carlo Enhancements (1 week)
+---
 
-- [x] Add antithetic variates toggle to `MonteCarlo` method (Discrete and Exact Black Scholes [x], Discrete and Exact Heston[x])
-- [ ] Implement control variates with BS analytical formulas
-- [ ] Add reproducibility features: seeded RNG + control panel
-- [ ] Refactor MC framework to support pluggable variance reduction via `MCStrategy`
-- [ ] Optional: add stratified / quasi-random sampling hooks
+## PHASE 3.5 — Monte Carlo Enhancements (Light, 1 week)
+
+- [x] Add antithetic variates toggle to `MonteCarlo` method (Discrete and Exact Black-Scholes [x], Discrete and Exact Heston [x])
 - [x] Unit tests: check variance reduction and correctness vs analytic prices
+- [x] Seed reproducibility: allow full control over RNG seeds (for all MC types)
+- [ ] Refactor MC framework to support seed injection and custom ensemble configs
+- [ ] Optional: design placeholder for `MCStrategy`, but defer advanced variance reduction
+
+---
+
+## 🛠 PHASE 4 — Polishing & Pre-Release Prep (1–2 weeks)
+
+**🌟 Goal**: Registry submission with clean, reproducible functionality and docs
+
+- [ ] Public API audit and finalization
+- [ ] Add docstrings for all exported types/functions
+- [ ] Create `/docs/` folder with basic Documenter.jl setup
+- [ ] Include example scripts: pricing, Greeks, calibration
+- [ ] Add Project.toml metadata (UUID, compat)
+- [ ] Ensure full test suite runs via `Pkg.test()`
+- [ ] CI: GitHub Actions with coverage and doc build
+- [ ] Tag `v0.1.0` and submit to Julia registry
+- [ ] Soft launch: share with trusted peers, hold off on broad announcement
+
+---
 
-## PHASE 4 — Structured Payoffs (2–3 weeks)
+## PHASE 5 — Structured Payoffs (2–3 weeks)
 
-- [ ] Extend `Payoff` system to support path-dependent and monitored options
 - [ ] Arithmetic Asian pricing via Monte Carlo
-- [ ] Geometric Asian pricing via closed-form solution
-- [ ] Cash-or-nothing and asset-or-nothing digital options
+- [ ] Geometric Asian pricing via closed-form
+- [ ] Digital options (cash-or-nothing, asset-or-nothing)
 - [ ] Barrier options (up/down, knock-in/out, discrete monitoring)
-- [ ] Add `Monitoring` and `Averaging` traits or modifiers
+- [ ] Extend `Payoff` with `Monitoring` / `Averaging` modifiers
 - [ ] Unit tests: price agreement across methods, monitoring edge cases
 
-## PHASE 5 — Interest Rate Products & Models (3–4 weeks)
+---
+
+## PHASE 6 — Interest Rate Products & Models (3–4 weeks)
 
 - [ ] Implement zero-coupon and fixed-coupon bond pricing
 - [ ] Build FRA and IRS support with schedule engine and stub logic
@@ -64,22 +89,28 @@
 - [ ] Basic CDS pricing with flat hazard rate model
 - [ ] Unit tests: replication of swaps via bond strips, curve usage, date handling
 
-## PHASE 6 — Multi-Curve Support & Calibration (3 weeks)
+---
+
+## PHASE 7 — Multi-Curve Support & Calibration (3 weeks)
 
 - [ ] Introduce multi-curve framework (OIS + forwarding curves)
 - [ ] Curve bootstrapping: deposit, futures, swaps
 - [ ] Curve interpolation: ZC rates, discount factors, log-linear extrapolation
 - [ ] Integrate multi-curve into FRA, IRS, caps/floors pricing
 - [ ] Unit tests: bootstrapping accuracy, multi-curve vs single-curve comparisons
 
-## PHASE 6.5 — PDE Framework (2–3 weeks)
+---
+
+## PHASE 7.5 — PDE Framework (2–3 weeks)
 
 - [ ] Implement Crank–Nicolson solver for Black-Scholes PDE
 - [ ] Define `PDEProblem` type with boundary conditions and solver settings
 - [ ] Generalize solver infrastructure for future PDE models
 - [ ] Unit tests: convergence checks, price agreement with analytic/MC methods
 
-## PHASE 7 — SABR, Local Vol, Rough Vol (4–5 weeks)
+---
+
+## PHASE 8 — SABR, Local Vol, Rough Vol (4–5 weeks)
 
 - [ ] SABR model implementation (Hagan approximation)
 - [ ] Calibration to vanilla vol surface
@@ -88,7 +119,9 @@
 - [ ] Fourier or Monte Carlo pricing for rough volatility models
 - [ ] Unit tests: calibration error metrics, simulation path sanity checks
 
-## PHASE 8 — Robustness & Performance (3–4 weeks)
+---
+
+## PHASE 9 — Robustness & Performance (3–4 weeks)
 
 - [ ] Edge case test suite: deep ITM/OTM, short maturity, extreme vol
 - [ ] Sensitivity exploration tools (Greeks wrt model parameters)
@@ -98,7 +131,9 @@
 - [ ] Optional: GPU backend for simulation
 - [ ] CI: Full unit test and regression test coverage, GitHub Actions setup
 
-## PHASE 9 — Model-Free Pricing & Arbitrage Detection (2–3 weeks)
+---
+
+## PHASE 10 — Model-Free Pricing & Arbitrage Detection (2–3 weeks)
 
 - [ ] Risk-neutral density extraction from call spread surface
 - [ ] Variance swap pricing via replication
@@ -107,7 +142,9 @@
 - [ ] Super-replication bounds for exotic payoffs
 - [ ] Unit tests: convexity and arbitrage consistency, replication sanity
 
-## PHASE 10 — Documentation & Launch Prep (2 weeks)
+---
+
+## PHASE 11 — Documentation & Launch Prep (2 weeks)
 
 - [ ] Full docstrings for all exported types and functions
 - [ ] Notebooks covering pricing, Greeks, calibration, and structured payoffs
@@ -117,8 +154,12 @@
 - [ ] Prepare for public release: package registry, landing README
 - [ ] Soft launch with trusted peers; optionally post to LinkedIn, Discourse
 
-## PHASE 11 — Optional Extensions
+---
+
+## PHASE 12 — Optional Extensions
 
+- [ ] Control variates using Black-Scholes
+- [ ] Stratified sampling / quasi-random generation
 - [ ] REST API or service wrapper for pricing/calibration endpoints
 - [ ] Pluto.jl-based interactive pricing UI
 - [ ] Real-time batch pricing and risk engine prototype