feat: launch NEXUS TERMINAL — Bloomberg-style FX options analytics platform

Full-stack forex options analytics terminal with Bloomberg-inspired UI.

Backend (FastAPI + Python):
- Garman-Kohlhagen options pricing engine with full Greeks
- Goldman Sachs gs-quant AI signals (RSI, MACD, Bollinger, Hurst, OU)
- Monte Carlo GBM simulation and volatility surface generation
- CFTC COT institutional positioning + Forex Factory economic calendar
- Live data proxy: OpenSky aircraft + USGS earthquakes (CORS-safe)
- Multi-leg strategy library (straddle, iron condor, butterfly, spreads)

Frontend (React 18 + Vite):
- NEXUS animated orbital logo (3-ring SVG) + canvas favicon animation
- Bloomberg terminal design: JetBrains Mono, color-mix() tokens
- 11 dashboard tabs: Greeks, Chart, AI Signals, 3D Surfaces, Breakeven,
  Scenarios, Monte Carlo, Institutional, Calendar, Live Map, Live Feeds
- Live World Map (react-leaflet): aircraft, earthquakes, weather radar
- Live Feeds: CoinGecko crypto top-12 + Windy.com global webcams
- Economic calendar with filters + institutional flow (CFTC COT)
- Animated landing page + session-based routing
- Fully responsive dark-only terminal design system

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

backend/app/core/surface.py

@@ -0,0 +1,33 @@
+"""surface.py — 2-D risk surface computation over spot × vol grid."""
+
+import numpy as np
+from .greeks import portfolio_greeks
+from .garman_kohlhagen import gk_price
+
+
+def compute_surfaces(options, S_range, sigma_range, T, r_d, r_f):
+    """Compute Delta, Gamma, Vega, Theta, and P&L surfaces."""
+    n_s, n_v = len(S_range), len(sigma_range)
+    D = np.zeros((n_s, n_v)); G = np.zeros((n_s, n_v))
+    V = np.zeros((n_s, n_v)); Th = np.zeros((n_s, n_v))
+
+    for i, S in enumerate(S_range):
+        for j, sigma in enumerate(sigma_range):
+            g = portfolio_greeks(options, S, sigma, T, r_d, r_f)["total"]
+            D[i,j]=g["delta"]; G[i,j]=g["gamma"]
+            V[i,j]=g["vega"];  Th[i,j]=g["theta"]
+
+    # P&L via Delta-Gamma approx around grid midpoint
+    S0    = S_range[len(S_range)//2]
+    sig0  = sigma_range[len(sigma_range)//2]
+    base  = portfolio_greeks(options, S0, sig0, T, r_d, r_f)["total"]
+    PnL   = np.zeros((n_s, n_v))
+    for i, S in enumerate(S_range):
+        dS = S - S0
+        PnL[i,:] = base["delta"]*dS + 0.5*base["gamma"]*dS**2
+
+    return {
+        "S_range": S_range.tolist(), "sigma_range": sigma_range.tolist(),
+        "delta": D.tolist(), "gamma": G.tolist(),
+        "vega": V.tolist(),  "theta": Th.tolist(), "pnl": PnL.tolist(),
+    }