/** * @file BSWrapper.hpp * @brief Black–Scholes vanilla price (closed form; used from Python / implied vol). */ #ifndef QUANTENGINE_BSWRAPPER_HPP #define QUANTENGINE_BSWRAPPER_HPP #include /** * @brief Static helpers wrapping scalar and batch pricing. */ class BSWrapper { public: BSWrapper() = delete; static double bs_price_wrapper(double S, double K, double T, double r, double sigma, bool is_call); static std::vector batch_bs_price_wrapper(const std::vector& S, const std::vector& K, const std::vector& T, const std::vector& r, const std::vector& sigma, const std::vector& is_call); }; #endif //QUANTENGINE_BSWRAPPER_HPP