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ddoebel 73641b7e5b Add electricity price ingestion and feature pipeline. 
Introduce ENTSO-E data retrieval with layered caching, robust bidding-zone and missing-data handling, and persist model-ready features with detailed architecture/developer documentation.

Made-with: Cursor
2026-04-15 11:40:14 +02:00
.gitea/workflows
Ingestion for UBS data draft
2026-03-25 21:54:05 +01:00
docs
Create option pricing engine structure, test architecture.
2026-03-08 10:15:23 +01:00
electricity_price_predictor
Add electricity price ingestion and feature pipeline.
2026-04-15 11:40:14 +02:00
src
Ingestion for UBS data draft
2026-03-25 21:54:05 +01:00
tests
Adapt Yield Curve and Volatility Surface and Market Data, to be better compatible with unit test.
2026-03-12 12:10:13 +01:00
CMakeLists.txt
Ingestion for UBS data draft
2026-03-25 21:54:05 +01:00
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%