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
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cpp/BSWrapper.hpp
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24
cpp/BSWrapper.hpp
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/**
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* @file BSWrapper.hpp
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* @brief Black–Scholes vanilla price (closed form; used from Python / implied vol).
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*/
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#ifndef QUANTENGINE_BSWRAPPER_HPP
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#define QUANTENGINE_BSWRAPPER_HPP
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#include <vector>
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/**
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* @brief Static helpers wrapping scalar and batch pricing.
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*/
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class BSWrapper {
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public:
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BSWrapper() = delete;
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static double bs_price_wrapper(double S, double K, double T, double r, double sigma, bool is_call);
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static std::vector<double> batch_bs_price_wrapper(const std::vector<double>& S, const std::vector<double>& K,
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const std::vector<double>& T, const std::vector<double>& r, const std::vector<double>& sigma,
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const std::vector<bool>& is_call);
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};
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#endif //QUANTENGINE_BSWRAPPER_HPP
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