Create option pricing engine structure, test architecture.

2026-03-08 10:15:23 +01:00
parent 1c61e664b3
commit 08298439ea
47 changed files with 815 additions and 223 deletions
--- a/tests/stubs/FlatVolatilitySurface.hpp
+++ b/tests/stubs/FlatVolatilitySurface.hpp
@@ -0,0 +1,11 @@
+//
+// Created by David Doebel  on 07.03.2026.
+//
+#ifndef QUANTENGINE_FLATVOLATILITYSURFACE_HPP
+#define QUANTENGINE_FLATVOLATILITYSURFACE_HPP
+#include "VolatilitySurface.hpp"
+
+class FlatVolatilitySurface : public VolatilitySurface {
+    double sigma(double K, double T) {return 0.2;}
+};
+#endif