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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//
// Created by David Doebel on 07.03.2026.
//
#ifndef QUANTENGINE_FLATYIELDCURVE_HPP
#define QUANTENGINE_FLATYIELDCURVE_HPP
#include "YieldCurve.hpp"
#include <cmath>
class FlatYieldCurve : public YieldCurve{
double discount(double t) override {return std::exp(-rate_ * t); };
double zeroRate(double t) override {return rate_; }
private:
double rate_ = 0.01;
};
#endif