Release 1.0.0

• Initial release of QuanTorch.
• Core modules for asset pricing, risk management, and model calibration.
• Support for various option pricing models including Black-Scholes-Merton, binomial tree, and Monte Carlo simulations.
• Bond pricing models including zero-coupon, coupon, callable, putable, and convertible bonds.
• Advanced options support including American, Bermudan, Asian, and barrier options.
• Greeks calculation using Malliavin calculus.
• Calibration for stochastic models like Heston and Vasicek.
• Scenario analysis, market risk measures (VaR, Expected Shortfall), and valuation adjustments (CVA, DVA, MVA, FVA).
• Implementation of local volatility models like Dupire.
• Machine learning examples using PyTorch for regression and reinforcement learning.
• Extensive unit tests for all core functionalities.