GKPrice returned spot intrinsic whenever sigma was non-positive. With time
still to run the payoff is deterministic on the forward, not the spot, so the
value is that intrinsic discounted at the domestic rate, which is also the
sigma -> 0 limit of the formula. The old branch left a step discontinuity at
the boundary and understated a 30-day EURUSD call struck at spot by about 16
pips. GKPrice also now guards non-positive S and K, as every other function in
the header already did.
CGKProviderCSV::Load validates each row before accepting it. StringToDouble
returns zero for anything it cannot parse, so a garbled or column-shifted row
previously loaded as a tidy set of zeros and reconstructed into a
plausible-looking smile; days, spot and ATM cannot legitimately be zero, and a
row failing that is now named in the log and dropped.
GKDeriveDeltaQuotes no longer describes itself as the exact inverse of the
reconstruction. Aggregating a listed chain into five delta-space numbers is
lossy by construction, so it runs the reconstruction backwards without being
invertible.
README records the cross-check against the independent Python reference, the
measured CDF error, and what the build does not model.
