Create option pricing engine structure, test architecture.
Some checks failed
C++ CI / build (push) Has been cancelled
Some checks failed
C++ CI / build (push) Has been cancelled
This commit is contained in:
37
src/YieldCurve.hpp
Normal file
37
src/YieldCurve.hpp
Normal file
@@ -0,0 +1,37 @@
|
||||
//
|
||||
// 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
|
||||
Reference in New Issue
Block a user