Changes in version 0.2.0 (2026-07-28)                  

Major redesign

  - Replaced the original R6 prototype with an idiomatic functional
    pricing API.
  - Added analytical Black-Scholes-Merton prices for European calls and
    puts.
  - Added European Monte Carlo pricing with antithetic and control
    variates.
  - Added Monte Carlo standard errors, confidence intervals, and
    diagnostics.
  - Added risk-neutral geometric Brownian motion path simulation.
  - Added path-dependent pricing with Asian and down-and-out call payoff
    helpers.
  - Added generic finite-difference delta, gamma, vega, rho, and theta.
  - Added strict input and payoff validation.
  - Added deterministic seeded simulations that preserve caller RNG
    state.
  - Added numerical benchmark, parity, reproducibility, and
    exotic-option tests.
  - Added cross-platform GitHub Actions checks for R release and R
    devel.
  - Corrected package installation and usage documentation.