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

18
src/RandomGenerator.cpp Normal file
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//
// Created by David Doebel on 06.03.2026.
//
#include "RandomGenerator.hpp"
double MersenneTwister::nextGaussian() {
return distr_(generator_);
}
std::vector<double> MersenneTwister::nextGaussianVector(std::size_t n) {
std::vector<double> v(n);
for (auto& e : v) {
e = nextGaussian();
}
return v;
}