Two zero-standard-deviation probability defects in QuantLib 1.43 and pinned current C++ source, with measured effects on cap/floor delta outputs.

Report: https://www.gero.uz/research/articles/quantlib-zero-stddev-itm-probabilities.html
Evidence archive: 
Public artifact: https://github.com/kadyrbekovhamit-cyber/gero-numerical-observatory/blob/main/catalog/reports/quantlib-zero-stddev-itm-probabilities.md
Primary sources:
https://github.com/lballabio/QuantLib/blob/ca953b7ebdb400f2839d86f18eeb0d4a2a4a30a4/ql/pricingengines/blackformula.cpp

Synthetic code tests, not production trades. The corrections remove 90 mismatches on 660 helper inputs and 6 of 16 direct engine delta failures. The tested prices remain unchanged. Full-library tests were not run; 12 focused upstream BlackFormula cases pass. No customer-loss or maintainer-acceptance claim.

Research and editorial review: Xamit Kadirbekov / GERO Research. Independent work; no affiliation with the organizations discussed.
Narration: synthetic English preset Microsoft Jenny Neural via edge-tts. Original diagrams; AI-assisted preparation.

#NumericalComputing #SoftwareTesting #Shorts
