Adapt Yield Curve and Volatility Surface and Market Data, to be better compatible with unit test.
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@@ -9,20 +9,20 @@
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class StochasticProcess {
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public:
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StochasticProcess() = default;
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StochasticProcess(std::unique_ptr<MarketData> data) : data_(std::move(data)){}
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StochasticProcess() = delete;
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explicit StochasticProcess(MarketData data) : data_(std::move(data)){}
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virtual ~StochasticProcess() = default;
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virtual double drift(double t, double s) = 0;
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virtual double diffusion(double t, double s) = 0;
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virtual double step(double t, double s, double dt, double dW) = 0;
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MarketData& data() const {return *data_;}
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const MarketData& data() const {return data_;}
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private:
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std::shared_ptr<MarketData> data_;
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MarketData data_;
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};
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#endif //QUANTENGINE_STOCHASTICPROCESS_HPP
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#endif //QUANTENGINE_STOCHASTICPROCESS_HPP
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