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

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src/Statistics.hpp Normal file
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//
// Created by David Doebel on 06.03.2026.
//
#ifndef QUANTENGINE_STATISTICS_HPP
#define QUANTENGINE_STATISTICS_HPP
#include <vector>
class Statistics {
public:
Statistics() : moments_({0., 0., 0.}), max_(0.), min_(0.) {}
void dump(double value);
void clear();
double mean();
double variance();
double standardDeviation();
double skewness();
double max();
double min();
double sum();
double count();
private:
std::vector<double> moments_;
std::size_t n;
double max_, min_;
};
#endif //QUANTENGINE_STATISTICS_HPP