"""Core options pricing utilities for the Vault dashboard.

This package provides pricing helpers for:
- European Black-Scholes valuation
- American option pricing via binomial trees when QuantLib is installed
- Implied volatility inversion when QuantLib is installed

Research defaults are based on the Vault hedging paper:
- Gold price: 4,600 USD/oz
- GLD price: 460 USD/share
- Risk-free rate: 4.5%
- Volatility: 16% annualized
- GLD dividend yield: 0%
"""

from .black_scholes import (
    DEFAULT_GLD_PRICE,
    DEFAULT_GOLD_PRICE_PER_OUNCE,
    DEFAULT_RISK_FREE_RATE,
    DEFAULT_VOLATILITY,
    BlackScholesInputs,
    HedgingCost,
    PricingResult,
    annual_hedging_cost,
    black_scholes_price_and_greeks,
    margin_call_threshold_price,
)

__all__ = [
    "DEFAULT_GLD_PRICE",
    "DEFAULT_GOLD_PRICE_PER_OUNCE",
    "DEFAULT_RISK_FREE_RATE",
    "DEFAULT_VOLATILITY",
    "BlackScholesInputs",
    "HedgingCost",
    "PricingResult",
    "annual_hedging_cost",
    "black_scholes_price_and_greeks",
    "margin_call_threshold_price",
]

try:  # pragma: no cover - optional QuantLib modules
    from .american_pricing import (
        AmericanOptionInputs,
        AmericanPricingResult,
        american_option_price_and_greeks,
    )
    from .volatility import implied_volatility
except ImportError:  # pragma: no cover - optional dependency
    AmericanOptionInputs = None  # type: ignore[misc,assignment]
    AmericanPricingResult = None  # type: ignore[misc,assignment]
    american_option_price_and_greeks = None  # type: ignore[assignment]
    implied_volatility = None  # type: ignore[assignment]
else:
    __all__.extend(
        [
            "AmericanOptionInputs",
            "AmericanPricingResult",
            "american_option_price_and_greeks",
            "implied_volatility",
        ]
    )