33 lines
803 B
C++
33 lines
803 B
C++
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//
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// Created by David Doebel on 06.03.2026.
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//
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#ifndef QUANTENGINE_MARKETDATA_HPP
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#define QUANTENGINE_MARKETDATA_HPP
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#include "YieldCurve.hpp"
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#include "VolatilitySurface.hpp"
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#include <memory>
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class MarketData {
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public:
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MarketData() = default;
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MarketData(double spot, std::unique_ptr<YieldCurve> yield_curve,
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std::unique_ptr<VolatilitySurface> volatility_surface)
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: spot_(spot),
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yield_curve_(std::move(yield_curve)),
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volatility_surface_(std::move(volatility_surface)) {
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}
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double spot() const;
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YieldCurve& yield_curve();
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VolatilitySurface& volatility_surface();
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private:
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double spot_;
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std::unique_ptr<YieldCurve> yield_curve_;
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std::unique_ptr<VolatilitySurface> volatility_surface_;
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};
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#endif //QUANTENGINE_MARKETDATA_HPP
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