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
12 lines
337 B
C++
12 lines
337 B
C++
/**
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* @file Option.cpp
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* @brief @ref Option implementation.
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*/
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#include "Option.hpp"
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Option::Option(double maturity, std::unique_ptr<Exercise> exercise, std::unique_ptr<Payoff> payoff,
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std::unique_ptr<PricingEngine> engine) : Instrument(maturity, std::move(payoff),
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std::move(engine)), exercise_(std::move(exercise)){
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}
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