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/DBIngest.hpp
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28
cpp/DBIngest.hpp
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/**
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* @file DBIngest.hpp
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* @brief PostgreSQL helpers to load market objects (work in progress).
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*/
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#ifndef QUANTENGINE_DBINGEST_HPP
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#define QUANTENGINE_DBINGEST_HPP
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#include <pqxx/pqxx>
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#include "VolatilitySurface.hpp"
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#include "YieldCurve.hpp"
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/**
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* @brief Connects to Postgres via libpqxx and queries quotes for surface building.
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*/
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class DBIngest {
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bool connect();
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bool disconnect();
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bool update(VolatilitySurface& surface);
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bool update(YieldCurve& yield_curve);
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private:
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pqxx::connection connection_;
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};
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#endif //QUANTENGINE_DBINGEST_HPP
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