Prelude

use stochastic_rs::prelude::*;

Brings 20 items in 5 groups:

Trait core (7)

FloatExt, SimdFloatExt,
ProcessExt, BivariateExt,
DistributionExt, DistributionSampler,
TimeExt

These are the bounds you write on generic functions. Almost every public function in the library carries T: FloatExt.

Pricing (3)

PricerExt, ModelPricer, GreeksExt

PricerExt is the historical name for the date-aware pricer trait; ModelPricer is the new concrete-typed surface (no &dyn); GreeksExt gives the unified Greeks aggregator on every pricer.

Calibration (3)

Calibrator, CalibrationResult, ToModel

ToModel is the bridge that lets a Calibrator produce a concrete pricer instance via the associated type — no boxed-trait gymnastics.

Instrument / engine (4)

Instrument, InstrumentExt,
PricingEngine, PricingResult

The QuantLib-style decoupling: an Instrument describes the payoff and contract details, a PricingEngine does the actual numerics. Two engines ship today: AnalyticBSEngine, AnalyticHestonEngine. New engines implement PricingEngine against the relevant Instrument types.

Option types (3)

Moneyness, OptionStyle, OptionType

The three enums that cover ~all option specs in the library. Moneyness ATM / ITM / OTM; OptionStyle European / American / Bermudan; OptionType Call / Put.

What is not in the prelude (and why)

• MalliavinExt / Malliavin2DExt — 0 in-tree implementations today; reach via stochastic_rs::traits::MalliavinExt.
• MultivariateExt — openblas-only; importing it from a default-build would be a hard error. Reach via traits::*.
• CallableDist — python-only; same reason.

These are intentionally left out so the prelude is feature-flag-free — use stochastic_rs::prelude::*; works on every supported feature combination without surprises.

Importing concrete types

The prelude ships only traits and option-type enums. You always name concrete types yourself:

use stochastic_rs::prelude::*;
use stochastic_rs::stochastic::diffusion::ou::Ou;
use stochastic_rs::quant::pricing::heston::HestonPricer;
use stochastic_rs::quant::calibration::heston::HestonCalibrator;

This is a deliberate trade-off: a prelude that ships every concrete type would be a 200+-line dump every editor has to autocomplete through. Keeping concrete-type imports explicit also makes grep-able code (grep -r 'Ou::').