Create core structure

This commit is contained in:
David Doebel
2026-03-03 23:33:32 +01:00
parent 183cab36bd
commit 15a20fc965
11 changed files with 156 additions and 1 deletions

9
src/CMakeLists.txt Normal file
View File

@@ -0,0 +1,9 @@
add_library(qengine
black_scholes.cpp
monte_carlo.cpp
payoff.cpp
main.cpp
)
target_include_directories(qengine PUBLIC ${CMAKE_CURRENT_SOURCE_DIR})
target_link_libraries(qengine Eigen3::Eigen)