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
34 lines
711 B
C++
34 lines
711 B
C++
/**
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* @file Statistics.hpp
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* @brief Online sample moments for Monte Carlo diagnostics.
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*/
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#ifndef QUANTENGINE_STATISTICS_HPP
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#define QUANTENGINE_STATISTICS_HPP
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#include <vector>
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/**
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* @brief Accumulates count, mean/variance-related sums, and running min/max.
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*/
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class Statistics {
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public:
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Statistics() : moments_({0., 0., 0.}), n(0), max_(0.), min_(0.) {}
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void dump(double value);
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void clear();
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double mean();
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double variance();
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double standardDeviation();
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double skewness();
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double max();
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double min();
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double sum();
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double count();
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private:
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std::vector<double> moments_;
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std::size_t n;
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double max_, min_;
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};
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#endif //QUANTENGINE_STATISTICS_HPP
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