wegamekinglc / Derivatives-Algorithms-Lib / 36262238937

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feat: add correlated multi-equity Black-Scholes simulation (#446)

* Add correlated multi-equity Black-Scholes simulation

Provide a core multi-asset Monte Carlo model with stable named observations, correlated factors, deterministic numeraires, and AAD parameter risks. This gives the hybrid-model roadmap a tested simulation base while preserving legacy single-asset contracts and rejecting unsupported multi-factor Brownian bridging.

* Fix correlated BS CI compatibility and benchmark coverage

Keep the path-generation benchmark within the existing script MC target so benchmark inventory and documentation stay synchronized. Support Adept expression templates in sample writes and reduce model and test complexity for Codacy.

* Keep generated correlated BS archives byte-stable

Machinist emits a trailing tab in generated archive readers and writers. Preserve its exact output for the regeneration gate and scope Git whitespace exceptions to generated core files.

* Canonicalize correlated BS risk labels

Normalize ordinary equity names when model data is constructed and reuse the same canonicalization in the runtime model. This keeps builder parameter labels aligned with AAD risk labels without requiring global index parser registration.

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