Adapt Yield Curve and Volatility Surface and Market Data, to be better compatible with unit test.

tests/stubs/FakeMarketData.cpp

@@ -1,2 +0,0 @@
-// Minimal TU to satisfy CMake for test stubs
-#include "FakeMarketData.hpp"

tests/stubs/FakeMarketData.hpp

@@ -1,38 +0,0 @@
-//
-// Created by David Doebel  on 07.03.2026.
-//
-#ifndef QUANTENGINE_FAKEMARKETDATA_HPP
-#define QUANTENGINE_FAKEMARKETDATA_HPP
-#include "MarketData.hpp"
-#include "FlatYieldCurve.hpp"
-#include "FlatVolatilitySurface.hpp"
-
-class FakeMarketData : public MarketData {
-public:
-    FakeMarketData() = default;
-
-    FakeMarketData(const FakeMarketData &other)
-         {
-    }
-
-    FakeMarketData(FakeMarketData &&other) noexcept
-        {
-    }
-
-    FakeMarketData & operator=(const FakeMarketData &other) {
-        return *this;
-    }
-
-    FakeMarketData & operator=(FakeMarketData &&other) noexcept {
-        return *this;
-    }
-
-    double spot() const {return 100.0;}
-    YieldCurve& yield_curve(){return *yieldCurve_; };
-    VolatilitySurface& volatility_surface(){return *volatilitySurface_; };
-
-private:
-    std::unique_ptr<FlatYieldCurve> yieldCurve_ = std::make_unique<FlatYieldCurve>();
-    std::unique_ptr<FlatVolatilitySurface> volatilitySurface_ = std::make_unique<FlatVolatilitySurface>();
-};
-#endif

tests/stubs/FlatVolatilitySurface.hpp

@@ -6,6 +6,12 @@
 #include "VolatilitySurface.hpp"
 
 class FlatVolatilitySurface : public VolatilitySurface {
-    double sigma(double K, double T) {return 0.2;}
+public:
+    explicit FlatVolatilitySurface(double sigma = 0.2) : sigma_(sigma) {}
+
+    double sigma(double K, double T) const override {return sigma_;}
+
+private:
+    double sigma_;
 };
-#endif
+#endif

tests/stubs/FlatYieldCurve.hpp

@@ -7,10 +7,12 @@
 #include <cmath>
 
 class FlatYieldCurve : public YieldCurve{
+public:
+    explicit FlatYieldCurve(double rate = 0.01) : rate_(rate) {}
 
-    double discount(double t) override {return std::exp(-rate_ * t); };
-    double zeroRate(double t) override {return rate_; }
+    double discount(double t) const override {return std::exp(-rate_ * t); };
+    double zeroRate(double t) const override {return rate_; }
 private:
     double rate_ = 0.01;
 };
-#endif
+#endif

tests/test_black_scholes.cpp

@@ -11,7 +11,6 @@
 
 #include "stubs/FlatYieldCurve.hpp"
 #include "stubs/FlatVolatilitySurface.hpp"
-#include "stubs/FakeMarketData.hpp"
 
 TEST(BlackScholesProcess, ExpectedValue) {
     // Market setup (via test stubs): S0=100, r=1%, sigma=20%
@@ -19,9 +18,14 @@ TEST(BlackScholesProcess, ExpectedValue) {
     const double T = 1.0;
     const int numPaths = 300000; // enough for stable MC estimate
 
-    // Build Black-Scholes process with fake flat market data
-    auto processCall = std::make_unique<BlackScholesProcess>(std::make_unique<FakeMarketData>());
-    auto processPut  = std::make_unique<BlackScholesProcess>(std::make_unique<FakeMarketData>());
+    const MarketData marketData(
+        100.0,
+        std::make_shared<FlatYieldCurve>(0.01),
+        std::make_shared<FlatVolatilitySurface>(0.2));
+
+    // Build Black-Scholes process from an immutable market snapshot
+    auto processCall = std::make_unique<BlackScholesProcess>(marketData);
+    auto processPut  = std::make_unique<BlackScholesProcess>(marketData);
 
     // RNG shared between engines is fine
     auto rng = std::make_shared<MersenneTwister>();
@@ -38,12 +42,12 @@ TEST(BlackScholesProcess, ExpectedValue) {
     const double putPrice  = putInstr.price();
 
     // Ground truth Black–Scholes prices provided
-    const double callGT = 10.450583572;
-    const double putGT  = 5.573526022;
+    const double callGT = 8.4333186901;
+    const double putGT  = 7.4383020650;
 
     // Monte Carlo tolerance
     const double tol = 0.10; // 10 cents tolerance
 
     ASSERT_NEAR(callPrice, callGT, tol);
     ASSERT_NEAR(putPrice,  putGT,  tol);
-}
+}