Adapt Yield Curve and Volatility Surface and Market Data, to be better compatible with unit test.
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This commit is contained in:
David Doebel
2026-03-12 12:10:13 +01:00
parent 08298439ea
commit f98de4d0a3
13 changed files with 50 additions and 80 deletions

View File

@@ -9,20 +9,20 @@
class StochasticProcess {
public:
StochasticProcess() = default;
StochasticProcess(std::unique_ptr<MarketData> data) : data_(std::move(data)){}
StochasticProcess() = delete;
explicit StochasticProcess(MarketData data) : data_(std::move(data)){}
virtual ~StochasticProcess() = default;
virtual double drift(double t, double s) = 0;
virtual double diffusion(double t, double s) = 0;
virtual double step(double t, double s, double dt, double dW) = 0;
MarketData& data() const {return *data_;}
const MarketData& data() const {return data_;}
private:
std::shared_ptr<MarketData> data_;
MarketData data_;
};
#endif //QUANTENGINE_STOCHASTICPROCESS_HPP
#endif //QUANTENGINE_STOCHASTICPROCESS_HPP