CustomDerivative 0.2.0

Major redesign

• Replaced the original R6 prototype with an idiomatic functional pricing API.
• Added analytical Black-Scholes-Merton prices for European calls and puts.
• Added European Monte Carlo pricing with antithetic and control variates.
• Added Monte Carlo standard errors, confidence intervals, and diagnostics.
• Added risk-neutral geometric Brownian motion path simulation.
• Added path-dependent pricing with Asian and down-and-out call payoff helpers.
• Added generic finite-difference delta, gamma, vega, rho, and theta.
• Added strict input and payoff validation.
• Added deterministic seeded simulations that preserve caller RNG state.
• Added numerical benchmark, parity, reproducibility, and exotic-option tests.
• Added cross-platform GitHub Actions checks for R release and R devel.
• Corrected package installation and usage documentation.