elworthy 0.1.0

A Rust JIT compiler that specialises Bismut-Elworthy-Li formulas into SIMD kernels for unbiased Monte Carlo Greeks on non-stationary SDEs.
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# elworthy (CLI)

[![crates.io](https://img.shields.io/crates/v/elworthy.svg)](https://crates.io/crates/elworthy)
[![docs.rs](https://docs.rs/elworthy/badge.svg)](https://docs.rs/elworthy)

Command-line entry point for the elworthy Monte Carlo toolchain.

## Install

```bash
cargo install --path elworthy
```

## Commands

### `gbm`

Scalar Euler-Maruyama smoke test on geometric Brownian motion:

```bash
elworthy gbm --r 0.05 --sigma 0.2 --x0 100 --t 1.0 --paths 20000
```

Output:

```
E[X_T] ~ 105.1203 (stderr 0.1473) | closed form 105.1271
```

This confirms the symbolic-expression -> interpreter -> Monte Carlo pipeline is wired correctly and that the driver reproduces the analytic mean of GBM within statistical tolerance.

### More commands

Heston delta via Bismut-Elworthy-Li, benchmark suite, and kernel-cache introspection land in subsequent revisions.

## Licence

Apache-2.0.