Module types 

Shared option types and BSM parameter packs.

Trading vs engineering

• Trading: OptionType is the side of the contract; BsmParams is the market + contract snapshot you reprice (spot from the tape, strike/expiry fixed, vol from your surface or from mid via IV).
• Engineering: keep BsmParams as a plain Copy struct so configs and message handlers stay allocation-free; validate once with ValidatedBsm::new or store a crate::derivatives::BsmState per contract key.

Structs

BsmParams

Black–Scholes–Merton inputs (European, continuous dividend yield q).

ValidatedBsm

Validated BSM pack (strictly positive S,K; non-negative T,σ; finite rates).

Enums

OptionType

Call or put (European exercise in this module).

Functions

forward_moneyness

Forward moneyness S e^{(r-q)T} / K.

intrinsic

Intrinsic value (European exercise value at this spot).

spot_moneyness

Spot moneyness S / K (not forward-adjusted).

time_value

Time value = premium − intrinsic (floored at 0 for numerical noise).