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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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8
tests/stubs/FlatYieldCurve.hpp
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@@ -7,10 +7,12 @@
#include <cmath>
class FlatYieldCurve : public YieldCurve{
public:
explicit FlatYieldCurve(double rate = 0.01) : rate_(rate) {}
double discount(double t) override {return std::exp(-rate_ * t); };
double zeroRate(double t) override {return rate_; }
double discount(double t) const override {return std::exp(-rate_ * t); };
double zeroRate(double t) const override {return rate_; }
private:
double rate_ = 0.01;
};
#endif
#endif