Small LOW Rust additions

This slice reviews standalone small entries from the fork's LOW inventory. The initial screen used fork files under 200 total lines and the listed tiny helpers in larger files. Tests, documentation and numerical hardening are not constrained to 200 changed lines. This is not completion of all 47 LOW rows.

Availability and compatibility

These are additive Rust-core APIs and generic numerical components. Existing constructors, signatures, pricing engines and language-binding contracts remain unchanged. No new C, Go or Python facade or release is introduced. Raw aliases that would misstate QuantLib process-construction conventions are not added.

LOW row	Addition	Contract
2	UsdLibor::six_months	Delegates the existing tenor constructor, retaining forwarding-handle and settings state.
4	CapFloor::last_overnight_coupon	Borrows the final retained overnight coupon; returns None for Ibor/empty stores. The existing Ibor getter is unchanged.
6, partial	HullWhite::sigma	Reads the current calibrated volatility parameter.
7, partial	BatesProcess::m	Exposes the already-validated mean proportional jump using accurate exp_m1.
10	math::matrix::{det3, inverse_3x3}	Checked, exactly 3 by 3 matrix helpers with row scaling and pivoting.
11	LmExponentialCorrelationModel	Immutable exponential forward-row correlation and cached full-factor spectral square root.
12	LmLinearExponentialVolatilityModel	Immutable instantaneous volatility, preserving fixing-row order and zero at/after fixing.
13	LfmCovarianceProxy	Checked instantaneous covariance and diffusion for the two immutable legacy components.
30	NullPayoff	Dummy name/description contract, not a zero payoff or a new pricing engine.
47	default_theta_per_day	Exactly theta / 365.0, independent of curve day count; IEEE values propagate.

Numerical limits

• Matrix helpers return QlResult for malformed/nonfinite input, unresolved scaling and unrepresentable arithmetic. Numerically zero pivots produce zero determinant; singular or unresolved inverses error. No absolute determinant tolerance is imposed. Both inverse identity-product residuals must be at most 256 * Real::EPSILON; conditioning can cause a nonsingular inverse to error.
• Inversion does not require a representable determinant: uniformly 1e200 and 1e-200 diagonal matrices can have finite inverses. A determinant outside the finite nonzero representable range errors instead of silently saturating.
• These are fixed-size floating-point helpers, not generic decomposition parity. Conditioning still governs accuracy; no condition estimate is supplied.
• Legacy inputs are finite with positive coefficients. Queries reject nonfinite time, invalid indices, incompatible dimensions and unrepresentable outputs. Volatility has a log-domain fallback for representable extreme-scale results.
• Correlation factors are compared through their products, not their orientation. The reused spectral backend retains its documented convergence panic limit.
• Legacy components provide no mutable calibration, LIBOR process, observable curves, pricing engines or integrated variance/covariance. Generic numerical building blocks remain Rust-only.
• NullPayoff::value deliberately panics with dummy payoff given, matching QuantLib's evaluation failure through this infallible payoff trait. Existing engines are not rewired to use it.

Reconciled and withheld scope

Small inventory entry	Disposition
Coupon getters and Merton handle getters	Already delivered; not duplicated.
Latest-date American constructor	Existing checked AmericanExercise::until already covers the valid-date use case. The fork's unchecked from_latest is not copied.
Hull-White a, r0, curve, phi, dynamics	r0/curve are delivered. An inherent zero-argument a could shadow the existing affine a(t, maturity) trait call. Fitting/dynamics remain owned by #466.
Three Black-Scholes process aliases	Withheld: unrestricted generalized aliases do not enforce QuantLib's zero-dividend, forward-carry or named FX constructor conventions.
AUD LIBOR	Additional currency-Libor family owned by #306; skipped.
Swing condition and FD swing engine	Depend on deferred multidimensional machinery under #636; skipped.
Small exotic instrument wrappers	A small file is not a complete priced product. Matching engines, payoff/product prerequisites and binding consumers need larger verticals. No wrapper-only pricing support is claimed.
Writer-extensible pair	Its 122-line wrapper plus 189-line engine form a 311-line pricing vertical before bindings and consumer validation, outside this standalone-helper slice.

General instrument/model/pricing epics are not treated as blanket ownership of unassigned tiny helpers. No existing board issue is closed by these additions. Black-Karasinski and other larger files were not selected by the original under-200-total-file screen; narrower future slices need a separate review.

Independent evidence

Reference generation instructions separate inspected QuantLib source 9863b578af0caa4cecabf697196533e84a8308b6 from the independent PyPI QuantLib 1.43 compiled wheel.

• Nine exact rational matrix references include pivots, singular rejection and uniform/mixed extreme scales; nonsingular inverses are checked against the compiled wheel.
• Four legacy observations use independently evaluated 80-digit source-law formulas. The wheel lacks these legacy model classes, so no compiled model invocation is claimed. Its spectral factor products provide a separate check.
• Rust tests bake the reference values and require no installed QuantLib. Existing compatibility and numerical tolerances are not relaxed.