Task: Build the .1 ATM and surface vol ladders

A party runs a .1 ATM vol ladder and a .1 surface vol ladder over its FX book, bucketed by currency pair and expiry.

• Both ladders bind sensitivity documents that differ only in ShiftStrikes, and the difference is visible in the stored configuration.
• The shift size of each states its type and its unit, so the .1 is not left to the reader.
• The ATM ladder produces one row per currency pair and expiry; the surface ladder one per pair, expiry and strike.
• The ladder runs only where the run holds the vol surface for that pair, and a pair with no surface produces no row rather than a zero.
• A test compares the two ladders on a book with a smile and proves they differ.

(Implementation strategy. Written when work starts; key decisions are distilled into the parent story's * Decisions at close, but the plan itself stays — it is the historical record of what we did.)

Every number this task claims about a tree, with the command that produced it and the commit it was measured at. A number without both is not a measurement, because a clean-up record describes a tree and trunk moves under a branch: a consumer count, a gate's component count and a suite's size all change with no code changing, and the reader of a bare number cannot tell which tree it came from. Where the raw output matters, put it in an evidence/ file beside the task and name that file in the Command column.

Manual QA scenarios (scaffolded via compass add test_scenario) that verify this task. Link new ones here as they're created; the scenario doc itself links back via its "Verifies task" field.

• Greek ladder reports — the design this task builds.
• Support volatility surfaces — the FX vol market data this ladder waits on.