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

10
src/Option.cpp Normal file
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//
// Created by David Doebel on 05.03.2026.
//
#include "Option.hpp"
Option::Option(double maturity, std::unique_ptr<Exercise> exercise, std::unique_ptr<Payoff> payoff,
std::unique_ptr<PricingEngine> engine) : Instrument(maturity, std::move(payoff),
std::move(engine)), exercise_(std::move(exercise)){
}