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David Doebel 087a2f0d74 Restructure C++ core into cpp module and package bindings. 
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
2026-04-02 16:30:33 +02:00
.gitea/workflows
Ingestion for UBS data draft
2026-03-25 21:54:05 +01:00
cpp
Restructure C++ core into cpp module and package bindings.
2026-04-02 16:30:33 +02:00
docs
Restructure C++ core into cpp module and package bindings.
2026-04-02 16:30:33 +02:00
qengine
Restructure C++ core into cpp module and package bindings.
2026-04-02 16:30:33 +02:00
scripts
Restructure C++ core into cpp module and package bindings.
2026-04-02 16:30:33 +02:00
src/data
Restructure C++ core into cpp module and package bindings.
2026-04-02 16:30:33 +02:00
tests
Restructure C++ core into cpp module and package bindings.
2026-04-02 16:30:33 +02:00
CMakeLists.txt
Restructure C++ core into cpp module and package bindings.
2026-04-02 16:30:33 +02:00
LICENSE
Initial commit
2026-03-03 21:52:20 +00:00
README.md
Create core structure
2026-03-03 23:33:32 +01:00

README.md

pricing

Monte Carlo pricing of European options under Black–Scholes

Project structure

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Description
Monte Carlo pricing of European options under Black–Scholes
Readme MIT 1.1 MiB
Languages
Python 67.8%
C++ 28.9%
CMake 3.3%