Update project directory structure

src/Analytics.cpp

@@ -1,6 +0,0 @@
-//
-// Created by David Doebel  on 04.03.2026.
-//
-
-#include "Analytics.hpp"
-

src/Analytics.hpp

@@ -1,16 +0,0 @@
-//
-// Created by David Doebel  on 04.03.2026.
-//
-
-#ifndef QUANTENGINE_ANALYTICS_HPP
-#define QUANTENGINE_ANALYTICS_HPP
-
-class Analytics {
-public:
-    Analytics() = delete;
-
-
-};
-
-
-#endif //QUANTENGINE_ANALYTICS_HPP

src/CMakeLists.txt

@@ -1,10 +1,10 @@
 add_library(qengine
-        black_scholes.cpp
-        monte_carlo.cpp
-        payoff.cpp
+        models/black_scholes.cpp
+        simulation/monte_carlo.cpp
+        models/payoff.cpp
         main.cpp
-        Analytics.cpp
-        Analytics.hpp
+        calibration/Stats.cpp
+        calibration/Stats.hpp
 )
 
 target_include_directories(qengine PUBLIC ${CMAKE_CURRENT_SOURCE_DIR})

src/calibration/Stats.cpp

@@ -0,0 +1,29 @@
+//
+// Created by David Doebel  on 04.03.2026.
+//
+
+#include "Stats.hpp"
+#include <cmath>
+
+void Stats::update(double x) {
+    // update the mean according to the formula
+    // \hat{a}_n \cdot \frac{n}{n+1} + \frac{a_{n+1}}{n+1}
+    double n_ratio = n_ / ++n_ ;
+    mean_ = n_ratio * mean_ + x/n_;
+    // update the second moment
+    M2 = n_ratio * M2 + x * x / n_;
+    // update the
+
+}
+
+double Stats::variance() const {
+    return M2 - mean_ * mean_;
+}
+
+double Stats::std_error() const {
+    return std::sqrt(variance()/n_);
+}
+
+std::pair<double, double> Stats::CI() const {
+    return std::make_pair(mean_ - 1.96 * std_error(), mean_ + 1.96 * std_error());
+}

src/calibration/Stats.hpp

@@ -0,0 +1,26 @@
+//
+// Created by David Doebel  on 04.03.2026.
+//
+
+#ifndef QUANTENGINE_STATS_HPP
+#define QUANTENGINE_STATS_HPP
+#include <cstddef>
+#include <utility>
+
+class Stats {
+private:
+    size_t n_ = 0;
+    double mean_ = 0.0;
+    double M2 = 0.0;
+
+public:
+    Stats() = delete;
+    void update(double x);
+    double variance() const;
+    double std_error() const;
+    std::pair<double, double> CI() const; // alpha = 5%
+
+};
+
+
+#endif //QUANTENGINE_STATS_HPP

src/main.cpp

@@ -2,9 +2,9 @@
 // Created by David Doebel  on 03.03.2026.
 //
 
-#include "black_scholes.hpp"
-#include "monte_carlo.hpp"
-#include "payoff.hpp"
+#include "models/black_scholes.hpp"
+#include "simulation/monte_carlo.hpp"
+#include "models/payoff.hpp"
 #include <iostream>
 
 int main() {