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
19 lines
378 B
C++
19 lines
378 B
C++
/**
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* @file Instrument.cpp
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* @brief @ref Instrument implementation.
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*/
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#include "Instrument.hpp"
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Instrument::Instrument(double maturity, std::unique_ptr<Payoff> payoff,
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std::unique_ptr<PricingEngine> engine) : maturity_(maturity), payoff_(std::move(payoff)), engine_
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(std::move(engine)){
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}
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double Instrument::price() const {
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return engine_->calculate(*this);
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}
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