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

37
src/YieldCurve.hpp Normal file
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//
// Created by David Doebel on 06.03.2026.
//
#ifndef QUANTENGINE_YIELDCURVE_HPP
#define QUANTENGINE_YIELDCURVE_HPP
class YieldCurve {
public:
YieldCurve() = default;
YieldCurve(const YieldCurve &other) {
}
YieldCurve(YieldCurve &&other) noexcept {
}
YieldCurve & operator=(const YieldCurve &other) {
if (this == &other)
return *this;
return *this;
}
YieldCurve & operator=(YieldCurve &&other) noexcept {
if (this == &other)
return *this;
return *this;
}
virtual ~YieldCurve() = default;
virtual double discount(double t) = 0;
virtual double zeroRate(double t) = 0;
};
#endif //QUANTENGINE_YIELDCURVE_HPP