35 lines
835 B
CMake
35 lines
835 B
CMake
cmake_minimum_required(VERSION 3.16)
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project(QuantEngine)
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set(CMAKE_CXX_STANDARD 20)
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set(CMAKE_CXX_FLAGS "-O3 -march=native")
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find_package(Eigen3 REQUIRED)
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#find_package(PostgreSQL REQUIRED)
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#find_package(PkgConfig REQUIRED)
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#pkg_check_modules(PQXX REQUIRED IMPORTED_TARGET libpqxx)
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add_subdirectory(src)
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# Testing
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enable_testing()
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include(FetchContent)
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FetchContent_Declare(
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googletest
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URL https://github.com/google/googletest/archive/refs/tags/v1.14.0.zip
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DOWNLOAD_EXTRACT_TIMESTAMP TRUE
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)
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FetchContent_MakeAvailable(googletest)
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add_executable(qengine_tests
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tests/test_black_scholes.cpp
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tests/stubs/FlatYieldCurve.cpp
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tests/stubs/FlatVolatilitySurface.cpp)
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target_link_libraries(qengine_tests qengine GTest::gtest_main)
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include(GoogleTest)
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gtest_discover_tests(qengine_tests)
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