Pricing, IV,
Greeks.

use ferro_risk::{ExerciseStyle, OptionType, PricingInputs,
             PricingModel, greeks_all};

let inputs = PricingInputs {
    option_type: OptionType::Call,
    exercise_style: ExerciseStyle::European,
    spot: 4_850.0,
    strike: 4_900.0,
    time_to_expiry: 0.25,
    rate: 0.045,
    dividend_yield: 0.0,
    volatility: 0.22,
};

let greeks = greeks_all(&inputs, PricingModel::Black76)?;
// greeks.delta, .gamma, .theta, .vega, .rho,
// .vanna, .volga, .charm, .veta, .color

use ferro_risk::{calibrate_svi_surface, FitQuality,
             SviCalibrationPolicy, SurfaceCalibrationSearchPolicy};

let policy = SviCalibrationPolicy::default()
    .with_search(SurfaceCalibrationSearchPolicy::default());

let report = calibrate_svi_surface(&input, &policy)?;

match report.fit_quality() {
    FitQuality::Healthy => use_parametric(&report),
    FitQuality::Acceptable { reason } => // RR25 / ATM IV /
        readouts_only(&report),       // term-structure
    FitQuality::Degenerate { reason } => // shape-model breakdown
        surface_raw_interpolated_skew(/* … */)?,
    FitQuality::Failed { reason } => bail_or_retry(reason),
    _ => unreachable!(),
}

use ferro_risk::{ChainExposureInputs, ChainExposureMetric,
             PricingModel, derive_chain_exposures, strike_walls};

// chain_state, market, policy set up upstream
let inputs = ChainExposureInputs::new(
    &chain_state, &market,
    PricingModel::BlackScholesMerton, policy)?;
let report = derive_chain_exposures(&inputs)?;

// per-strike GEX, via the metric projection
for b in &report.strike_buckets {
    let gex = ChainExposureMetric::Gex
        .value(b.net_exposure);
}

// OI-side walls — one per metric
let walls = strike_walls(&report);
let call_wall = walls.iter().find(|w|
    w.metric == ChainExposureMetric::OpenInterestCall);