pricing

Author	SHA1	Message	Date
David Doebel	b3663258e4	Replace hardcoded DB credentials with environment-driven configuration. Centralize DB settings in ingestion config, remove embedded secrets from ingestion helpers, and add an idempotent PostgreSQL bootstrap script to create role/database and apply schema safely. Made-with: Cursor	2026-04-02 16:30:50 +02:00
David Doebel	e9b3a4aac3	Add Python implied-volatility package and data analysis pipeline. Introduce the SVI/implied-vol modules as a package, update project metadata, and add loading/processing utilities that connect database snapshots to calibration workflows. Made-with: Cursor	2026-04-02 16:30:43 +02:00
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 Details	2026-03-25 21:54:05 +01:00
David	ff30a3e1ce	Add __init__.py files Some checks failed C++ CI / build (push) Has been cancelled Details	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 Details	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 Details	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 Details	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
ddoebel	183cab36bd	Initial commit	2026-03-03 21:52:20 +00:00

14 Commits