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

10
cpp/MarketData.cpp Normal file
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@@ -0,0 +1,10 @@
/**
* @file MarketData.cpp
* @brief @ref MarketData accessors.
*/
#include "MarketData.hpp"
double MarketData::spot() const { return spot_; }
const YieldCurve& MarketData::yield_curve() const { return *yield_curve_; }
const VolatilitySurface& MarketData::volatility_surface() const { return *volatility_surface_; }