Restructure C++ core into cpp module and package bindings.

Move the pricing engine sources out of src/ into cpp/, add the closed-form engine and pybind wiring, and align tests/build targets with the new project layout.

Made-with: Cursor

CMakeLists.txt

@@ -4,31 +4,53 @@ project(QuantEngine)
 set(CMAKE_CXX_STANDARD 20)
 set(CMAKE_CXX_FLAGS "-O3 -march=native")
 
+option(BUILD_TESTING "Build GoogleTest target and tests" ON)
+
+set(PYBIND11_FINDPYTHON ON)
+find_package(Python3 REQUIRED COMPONENTS Interpreter Development.Module)
 find_package(Eigen3 REQUIRED)
+find_package(pybind11 CONFIG REQUIRED)
 #find_package(PostgreSQL REQUIRED)
 #find_package(PkgConfig REQUIRED)
 #pkg_check_modules(PQXX REQUIRED IMPORTED_TARGET libpqxx)
 
-add_subdirectory(src)
+add_subdirectory(cpp)
 
-# Testing
-enable_testing()
+find_package(Doxygen OPTIONAL_COMPONENTS dot)
+if(DOXYGEN_FOUND)
+    add_custom_target(
+        docs
+        COMMAND ${DOXYGEN_EXECUTABLE} ${CMAKE_SOURCE_DIR}/docs/Doxyfile
+        WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
+        COMMENT "Generating API documentation (HTML in docs/html)"
+        VERBATIM)
+endif()
 
-include(FetchContent)
+install(FILES "${CMAKE_SOURCE_DIR}/qengine/__init__.py" DESTINATION qengine)
+install(TARGETS qengine_cpp
+        LIBRARY DESTINATION qengine
+        RUNTIME DESTINATION qengine)
 
-FetchContent_Declare(
-        googletest
-        URL https://github.com/google/googletest/archive/refs/tags/v1.14.0.zip
-        DOWNLOAD_EXTRACT_TIMESTAMP TRUE
-)
+if(BUILD_TESTING)
+    enable_testing()
 
-FetchContent_MakeAvailable(googletest)
+    include(FetchContent)
 
-add_executable(qengine_tests
-        tests/test_black_scholes.cpp
-        tests/stubs/FlatYieldCurve.cpp
-        tests/stubs/FlatVolatilitySurface.cpp)
+    FetchContent_Declare(
+            googletest
+            URL https://github.com/google/googletest/archive/refs/tags/v1.14.0.zip
+            DOWNLOAD_EXTRACT_TIMESTAMP TRUE
+    )
 
-target_link_libraries(qengine_tests qengine GTest::gtest_main)
-include(GoogleTest)
-gtest_discover_tests(qengine_tests)
+    FetchContent_MakeAvailable(googletest)
+
+    add_executable(qengine_tests
+            tests/test_black_scholes.cpp
+            tests/stubs/FlatYieldCurve.cpp
+            tests/stubs/FlatVolatilitySurface.cpp)
+
+    target_include_directories(qengine_tests PRIVATE ${CMAKE_SOURCE_DIR}/tests)
+    target_link_libraries(qengine_tests qengine_core GTest::gtest_main)
+    include(GoogleTest)
+    gtest_discover_tests(qengine_tests)
+endif()