38 lines
1007 B
C++
38 lines
1007 B
C++
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//
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// Created by David Doebel on 07.03.2026.
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//
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#ifndef QUANTENGINE_FAKEMARKETDATA_HPP
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#define QUANTENGINE_FAKEMARKETDATA_HPP
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#include "MarketData.hpp"
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#include "FlatYieldCurve.hpp"
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#include "FlatVolatilitySurface.hpp"
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class FakeMarketData : public MarketData {
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public:
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FakeMarketData() = default;
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FakeMarketData(const FakeMarketData &other)
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{
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}
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FakeMarketData(FakeMarketData &&other) noexcept
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{
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}
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FakeMarketData & operator=(const FakeMarketData &other) {
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return *this;
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}
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FakeMarketData & operator=(FakeMarketData &&other) noexcept {
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return *this;
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}
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double spot() const {return 100.0;}
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YieldCurve& yield_curve(){return *yieldCurve_; };
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VolatilitySurface& volatility_surface(){return *volatilitySurface_; };
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private:
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std::unique_ptr<FlatYieldCurve> yieldCurve_ = std::make_unique<FlatYieldCurve>();
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std::unique_ptr<FlatVolatilitySurface> volatilitySurface_ = std::make_unique<FlatVolatilitySurface>();
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};
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#endif
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