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
This commit is contained in:
David Doebel
2026-04-02 16:30:33 +02:00
parent 61df0b425d
commit 087a2f0d74
53 changed files with 803 additions and 195 deletions

View File

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/**
* @file FlatVolatilitySurface.hpp
* @brief Constant implied volatility surface.
*/
#ifndef QUANTENGINE_FLATVOLATILITYSURFACE_HPP
#define QUANTENGINE_FLATVOLATILITYSURFACE_HPP
#include "VolatilitySurface.hpp"
/**
* @brief @f$\sigma(K,T)\equiv\sigma_0@f$.
*/
class FlatVolatilitySurface : public VolatilitySurface {
public:
explicit FlatVolatilitySurface(double sigma = 0.2) : sigma_(sigma) {}
double sigma(double K, double T) const override {return sigma_;}
private:
double sigma_;
};
#endif