Create option pricing engine structure, test architecture.
Some checks failed
C++ CI / build (push) Has been cancelled

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

9
src/MarketData.cpp Normal file
View File

@@ -0,0 +1,9 @@
//
// Created by David Doebel on 06.03.2026.
//
#include "MarketData.hpp"
double MarketData::spot() const { return spot_; }
YieldCurve& MarketData::yield_curve() { return *yield_curve_; }
VolatilitySurface& MarketData::volatility_surface() { return *volatility_surface_; }