refactor: Replace unwrap() calls with proper error handling in greeks/equations.rs

[joaquinbejar]

Issue #2: Reduce .unwrap() usage in greeks/equations.rs

Title

refactor: Replace unwrap() calls with proper error handling in greeks/equations.rs

Labels

• refactor
• error-handling
• priority-high

Description

The file src/greeks/equations.rs contains 156 occurrences of .unwrap(). Greeks calculations are critical for options pricing and should never panic.

Current State

• 156 .unwrap() calls in production code
• Greeks calculations can panic on edge cases
• Mathematical errors are not properly propagated

Target State

• Zero .unwrap() calls in production code
• All mathematical edge cases handled gracefully
• Proper GreeksError types for domain-specific errors

Tasks

• Audit all .unwrap() calls in greeks/equations.rs
• Identify mathematical edge cases:
  • Division by zero
  • Negative values under square root
  • Overflow/underflow conditions
• Replace with ? operator where the function returns Result
• Use GreeksError for domain-specific errors
• Add #[must_use] annotations where appropriate
• Update tests to verify error handling behavior
• Run make lint-fix and make pre-push to verify

Acceptance Criteria

• No .unwrap() calls remain in production code
• All existing tests pass
• Error messages are clear and actionable
• Mathematical edge cases are documented
• Greeks calculations remain accurate

Technical Notes

Common Mathematical Edge Cases

// Division by zero
let d1 = (ln(S/K) + (r + sigma^2/2) * T) / (sigma * sqrt(T));
// When T = 0 or sigma = 0, this fails

// Square root of negative
let sqrt_t = T.sqrt(); // Fails if T < 0

// Logarithm of non-positive
let ln_ratio = (S / K).ln(); // Fails if S <= 0 or K <= 0

Error Handling Pattern

// Before
let d1 = calculate_d1(s, k, r, sigma, t).unwrap();

// After
let d1 = calculate_d1(s, k, r, sigma, t)
    .map_err(|e| GreeksError::CalculationFailed {
        greek: "d1",
        reason: e.to_string(),
    })?;

Files to Update

• src/greeks/equations.rs (primary)
• src/error/greeks.rs (add error variants)
• Related test files

Estimated Effort

Medium (3-5 hours)

Dependencies

None

Related Issues

• Issue Implementation of the Binomial Model for Option Pricing #1: Reduce unwrap() in chains/chain.rs
• Issue Merge pull request #1 from joaquinbejar/main #3: Reduce unwrap() in model/option.rs