Module normal 

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

The underlying implementation comes from statrs; wrapping it here keeps the call sites terse and centralises precision choices in one place.

Functions

cdf

Standard-normal CDF, Φ(x).

inverse_cdf

Standard-normal inverse CDF, Φ⁻¹(p). Panics if p is not in (0, 1).

pdf

Standard-normal PDF, φ(x) = exp(-x²/2) / √(2π).