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

11
cpp/Option.cpp Normal file
View File

@@ -0,0 +1,11 @@
/**
* @file Option.cpp
* @brief @ref Option implementation.
*/
#include "Option.hpp"
Option::Option(double maturity, std::unique_ptr<Exercise> exercise, std::unique_ptr<Payoff> payoff,
std::unique_ptr<PricingEngine> engine) : Instrument(maturity, std::move(payoff),
std::move(engine)), exercise_(std::move(exercise)){
}