32 implement barrier options

[carlobortolan]

Closes #32.

[codecov]

Codecov Report

Attention: Patch coverage is 65.31792% with 60 lines in your changes missing coverage. Please review.

Project coverage is 92.44%. Comparing base (e2f6f66) to head (fd01a34).

Files with missing lines	Patch %	Lines
src/options/types/barrier_option.rs	57.74%	60 Missing ⚠️

❌ Your patch check has failed because the patch coverage (65.31%) is below the target coverage (90.00%). You can increase the patch coverage or adjust the target coverage.

Additional details and impacted files

@@            Coverage Diff             @@
##           master      #55      +/-   ##
==========================================
- Coverage   94.34%   92.44%   -1.90%     
==========================================
  Files          20       21       +1     
  Lines        2580     2715     +135     
==========================================
+ Hits         2434     2510      +76     
- Misses        146      205      +59     

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[Copilot]

Pull Request Overview

This PR implements barrier options and renames several fields and functions for consistency across option types.

• Renames and updates field names (e.g., replacing "option_style" with "rainbow_type", "lookback_type" with "permutation", and "asian_type" with "permutation").
• Updates style functions to return OptionStyle by value rather than by reference.
• Introduces a new BarrierOption type to support barrier options.

Reviewed Changes

Copilot reviewed 10 out of 10 changed files in this pull request and generated no comments.

Show a summary per file

File	Description
src/options/types/rainbow_option.rs	Renames and removes redundant method for accessing rainbow type
src/options/types/lookback_option.rs	Renames lookback type to permutation and updates style function
src/options/types/european_option.rs	Modifies style function to match trait signature
src/options/types/binary_option.rs	Renames binary_option_type to binary_type and adjusts style usage
src/options/types/bermudan_option.rs	Adjusts style function to return OptionStyle by value
src/options/types/barrier_option.rs	Introduces barrier option implementation; minor doc comment issue
src/options/types/asian_option.rs	Adjusts field name from asian_type to permutation
src/options/types/american_option.rs	Reorders documentation and adjusts style function
src/options/types.rs	Registers BarrierOption module
src/options/traits/option.rs	Updates trait signature for style function

Comments suppressed due to low confidence (1)

src/options/types/barrier_option.rs:8

• The documentation comment incorrectly refers to 'Bermudan option' instead of 'Barrier option'. Please update it to accurately describe the struct.

/// A struct representing an Bermudan option.

[Copilot]

Pull Request Overview

This PR implements support for barrier options, closing issue #32 by adding a new BarrierOption type and associated pricing logic. Key changes include:

• Adding tests for various barrier option scenarios in both Binomial Tree and Monte Carlo pricing models.
• Implementing the BarrierOption struct and its helper methods for option activation, knock-out, and payoff calculation.
• Updating related models and modules to support barrier option pricing.

Reviewed Changes

Copilot reviewed 15 out of 15 changed files in this pull request and generated 1 comment.

Show a summary per file

File	Description
tests/options_pricing.rs	Added tests for barrier options with both binomial and Monte Carlo models.
src/options/types/rainbow_option.rs	Removed redundant panic and updated rainbow type field.
src/options/types/lookback_option.rs	Renamed field from lookback_type to permutation.
src/options/types/european_option.rs	Minor update to style method.
src/options/types/binary_option.rs	Renamed binary_option_type to binary_type.
src/options/types/bermudan_option.rs	Minor stylistic update.
src/options/types/barrier_option.rs	New BarrierOption implementation with core barrier logic.
src/options/types/asian_option.rs	Renamed asian_type to permutation.
src/options/types/american_option.rs	Adjusted field ordering and updated documentation.
src/options/types.rs	Added module inclusion for BarrierOption.
src/options/traits/option.rs	Updated style method signature.
src/options/models/monte_carlo.rs	Added barrier option pricing method.
src/options/models/binomial_tree.rs	Integrated barrier option pricing into the binomial model.
README.md	Updated barrier option status in the options feature matrix.

Comments suppressed due to low confidence (1)

tests/options_pricing.rs:1111

• [nitpick] The inline comment references 'Up-And-Out' in a test for a down-and-in option, which is misleading. Please update the comment to accurately reflect the test scenario.

assert_abs_diff_eq!(price, 0.0000, epsilon = 0.0001); // Shows price for Up-And-Out (0.0000)