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- [x] Analytic Greeks for Black-Scholes
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- [x] Optional: AD for Monte Carlo methods
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- [x] Plug Greeks into pricing pipeline with consistent API
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- - [ ] Develop modular calibration system:
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- - [ ] Residual-based calibration engine
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- - [ ] Objective functions from market quotes
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- - [ ] Support for different pricer-model combinations
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- - [ ] Heston calibration to implied volatility surface
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- - [ ] Unit tests: Greeks accuracy vs known formulas, calibration residual shapes
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+ - [x ] Develop modular calibration system:
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+ - [x ] Residual-based calibration engine
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+ - [x ] Objective functions from market quotes
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+ - [x ] Support for different pricer-model combinations
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+ - [x ] Heston calibration to implied volatility surface
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+ - [x ] Unit tests: Greeks accuracy vs known formulas, calibration residual shapes
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## PHASE 3.5 — Monte Carlo Enhancements (1 week)
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