Create option pricing engine structure, test architecture.
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This commit is contained in:
David Doebel
2026-03-08 10:15:23 +01:00
parent 1c61e664b3
commit 08298439ea
47 changed files with 815 additions and 223 deletions

17
src/Instrument.cpp Normal file
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//
// Created by David Doebel on 05.03.2026.
//
#include "Instrument.hpp"
Instrument::Instrument(double maturity, std::unique_ptr<Payoff> payoff,
std::unique_ptr<PricingEngine> engine) : maturity_(maturity), payoff_(std::move(payoff)), engine_
(std::move(engine)){
}
double Instrument::price() const {
return engine_->calculate(*this);
}