Module math 

Modules

normal

Standard-normal primitives used by the Black-Scholes pricer and the FX volatility surface machinery.

optimize

Minimal Nelder–Mead simplex optimiser for Rⁿ → R objectives. Used by PR-G4 for FX-HHW calibration — no derivatives required, so we don’t need to handle the many non-smooth kinks in a characteristic-function-based objective (branch cuts, failed bracketing in the IV solver, etc.).