087a2f0d74
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
57 lines
1.6 KiB
CMake
57 lines
1.6 KiB
CMake
cmake_minimum_required(VERSION 3.16)
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project(QuantEngine)
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set(CMAKE_CXX_STANDARD 20)
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set(CMAKE_CXX_FLAGS "-O3 -march=native")
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option(BUILD_TESTING "Build GoogleTest target and tests" ON)
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set(PYBIND11_FINDPYTHON ON)
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find_package(Python3 REQUIRED COMPONENTS Interpreter Development.Module)
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find_package(Eigen3 REQUIRED)
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find_package(pybind11 CONFIG REQUIRED)
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#find_package(PostgreSQL REQUIRED)
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#find_package(PkgConfig REQUIRED)
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#pkg_check_modules(PQXX REQUIRED IMPORTED_TARGET libpqxx)
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add_subdirectory(cpp)
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find_package(Doxygen OPTIONAL_COMPONENTS dot)
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if(DOXYGEN_FOUND)
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add_custom_target(
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docs
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COMMAND ${DOXYGEN_EXECUTABLE} ${CMAKE_SOURCE_DIR}/docs/Doxyfile
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WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
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COMMENT "Generating API documentation (HTML in docs/html)"
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VERBATIM)
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endif()
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install(FILES "${CMAKE_SOURCE_DIR}/qengine/__init__.py" DESTINATION qengine)
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install(TARGETS qengine_cpp
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LIBRARY DESTINATION qengine
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RUNTIME DESTINATION qengine)
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if(BUILD_TESTING)
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enable_testing()
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include(FetchContent)
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FetchContent_Declare(
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googletest
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URL https://github.com/google/googletest/archive/refs/tags/v1.14.0.zip
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DOWNLOAD_EXTRACT_TIMESTAMP TRUE
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)
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FetchContent_MakeAvailable(googletest)
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add_executable(qengine_tests
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tests/test_black_scholes.cpp
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tests/stubs/FlatYieldCurve.cpp
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tests/stubs/FlatVolatilitySurface.cpp)
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target_include_directories(qengine_tests PRIVATE ${CMAKE_SOURCE_DIR}/tests)
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target_link_libraries(qengine_tests qengine_core GTest::gtest_main)
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include(GoogleTest)
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gtest_discover_tests(qengine_tests)
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endif()
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