Commit Graph

5 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
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C++ CI / build (push) Has been cancelled
2026-03-25 21:54:05 +01:00
David Doebel
f98de4d0a3 Adapt Yield Curve and Volatility Surface and Market Data, to be better compatible with unit test.
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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.
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C++ CI / build (push) Has been cancelled
2026-03-08 10:15:23 +01:00
David Doebel
15a20fc965 Create core structure 2026-03-03 23:33:32 +01:00