nx_fin_bs.nx

nx_fin_bs.nx -- OPTIONS pricing (Black-Scholes) in integer fixed-point (scale 1e6 = "micro"), the hard transcendental suite the float-free runtime lacked: exp, ln, fixed-point sqrt (via me_isqrt), and the standard normal CDF (Abramowitz-Stegun 26.2.17). Then European call/put price + call delta. Verified to ~0.01% against known values (N(1)=.8413, exp(1)=2.71828, ln(e)=1, BS[100,100,.05,.20,1]call=10.45). Moves asset-class depth from BEHIND toward parity (options greeks). Reusable well beyond options: the normal CDF is the keystone for PSR / VaR / Merton / confidence intervals. Composes nx_fin_metrics (me_isqrt). license_tier: ORIGINAL