[Library Request] oipd

oipd computes the probabilities implied by the options market for an asset’s future prices.

• It does this by taking listed options data, fitting an arbitrage-free implied volatility curve or surface, and then transforming that fitted object into a probability distribution over future asset prices. In practice, that provides two core capabilities in one library:
• Volatility modeling: fit single-expiry smiles and multi-expiry volatility surfaces for pricing and risk work.
  Probability extraction: compute market-implied probability distributions, cumulative probabilities, quantiles, and distributional moments.

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The issue names no Lean files, tests, or entry points. Review the linked oipd repository and Lean's existing options-library integration conventions first; the request does not define a specific implementation scope or completion criteria.