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

19
cpp/RandomGenerator.cpp Normal file
View File

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/**
* @file RandomGenerator.cpp
* @brief @ref MersenneTwister implementation.
*/
#include "RandomGenerator.hpp"
double MersenneTwister::nextGaussian() {
return distr_(generator_);
}
std::vector<double> MersenneTwister::nextGaussianVector(std::size_t n) {
std::vector<double> v(n);
for (auto& e : v) {
e = nextGaussian();
}
return v;
}