Commit Graph

12 Commits

Author SHA1 Message Date
David Doebel
087a2f0d74 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
2026-04-02 16:30:33 +02:00
David Doebel
61df0b425d Ingestion for UBS data draft
Some checks failed
C++ CI / build (push) Has been cancelled
2026-03-25 21:54:05 +01:00
David
ff30a3e1ce Add __init__.py files
Some checks failed
C++ CI / build (push) Has been cancelled
2026-03-25 20:30:01 +01:00
David Doebel
5008becd15 Write first data ingestion and SQL support
Some checks failed
C++ CI / build (push) Has been cancelled
2026-03-12 14:50:47 +01:00
David Doebel
a503514bf5 Write first data ingestion and SQL support 2026-03-12 13:43:35 +01:00
David Doebel
f98de4d0a3 Adapt Yield Curve and Volatility Surface and Market Data, to be better compatible with unit test.
Some checks failed
C++ CI / build (push) Has been cancelled
2026-03-12 12:10:13 +01:00
David Doebel
08298439ea Create option pricing engine structure, test architecture.
Some checks failed
C++ CI / build (push) Has been cancelled
2026-03-08 10:15:23 +01:00
David Doebel
1c61e664b3 Add book repo 2026-03-05 14:14:20 +01:00
David Doebel
07223a8040 Update project directory structure 2026-03-04 15:01:31 +01:00
David Doebel
04725b27d9 Add Analytics and requirements 2026-03-04 00:44:52 +01:00
David Doebel
15a20fc965 Create core structure 2026-03-03 23:33:32 +01:00
183cab36bd Initial commit 2026-03-03 21:52:20 +00:00