cpp/MarketData.cpp

/**
 * @file MarketData.cpp
 * @brief @ref MarketData accessors.
 */

#include "MarketData.hpp"

double MarketData::spot() const { return spot_; }
const YieldCurve& MarketData::yield_curve() const { return *yield_curve_; }
const VolatilitySurface& MarketData::volatility_surface() const { return *volatility_surface_; }
Restructure C++ core into cpp module and package bindings. Move the pricing engine sources out of src/ into cpp/, add the closed-form engine and pybind wiring, and align tests/build targets with the new project layout. Made-with: Cursor 2026-04-02 16:30:33 +02:00			`/**`
			`* @file MarketData.cpp`
			`* @brief @ref MarketData accessors.`
			`*/`
Create option pricing engine structure, test architecture. 2026-03-08 10:15:23 +01:00
			`#include "MarketData.hpp"`

			`double MarketData::spot() const { return spot_; }`
Adapt Yield Curve and Volatility Surface and Market Data, to be better compatible with unit test. 2026-03-12 12:10:13 +01:00			`const YieldCurve& MarketData::yield_curve() const { return *yield_curve_; }`
			`const VolatilitySurface& MarketData::volatility_surface() const { return *volatility_surface_; }`