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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
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6
src/YieldCurve.hpp
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@@ -28,10 +28,10 @@ public:
return *this;
}
virtual ~YieldCurve() = default;
virtual double discount(double t) = 0;
virtual double zeroRate(double t) = 0;
virtual double discount(double t) const = 0;
virtual double zeroRate(double t) const = 0;
};
#endif //QUANTENGINE_YIELDCURVE_HPP
#endif //QUANTENGINE_YIELDCURVE_HPP