Create option pricing engine structure, test architecture.

2026-03-08 10:15:23 +01:00
parent 1c61e664b3
commit 08298439ea
47 changed files with 815 additions and 223 deletions
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -8,3 +8,25 @@ find_package(Eigen3 REQUIRED)

 add_subdirectory(src)

+# Testing
+enable_testing()
+
+include(FetchContent)
+
+FetchContent_Declare(
+        googletest
+        URL https://github.com/google/googletest/archive/refs/tags/v1.14.0.zip
+        DOWNLOAD_EXTRACT_TIMESTAMP TRUE
+)
+
+FetchContent_MakeAvailable(googletest)
+
+add_executable(qengine_tests
+        tests/test_black_scholes.cpp
+        tests/stubs/FlatYieldCurve.cpp
+        tests/stubs/FlatVolatilitySurface.cpp
+        tests/stubs/FakeMarketData.cpp)
+
+target_link_libraries(qengine_tests qengine GTest::gtest_main)
+include(GoogleTest)
+gtest_discover_tests(qengine_tests)