foureng is a Python library for quantitative finance: Fourier and characteristic-function based option pricing. It exposes unified dispatchers (`price_strip` and `price`) over a registry of characteristic-function models (BSM, Heston, VG, Kou, Bates, CGMY, NIG, 3/2, rough Heston, etc.) and numerical engines (COS, Carr-Madan FFT, FRFT, Lewis, Hilbert, PROJ, CTMC, SINC, SWIFT, contour, plus Monte Carlo baselines). The product layer covers European vanillas, Bermudan/American, barriers, Asians, lookbacks, cliquets, faders, variance/credit instruments, and multi-asset payoffs. It is a library, not a service or CLI: usage is through the Python API and Jupyter notebooks.