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paolodelia99 / spread-option-pricing

Pricing spread option where the underlying as following a GBM using the margrabe formula and MC methods.
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usage of unique_ptr in SpreadMarketData #14

Closed paolodelia99 closed 2 weeks ago

paolodelia99 commented 3 weeks ago

Using unique_prt instead of raw pointers in the SpreadMarket struct for safety reasons, and making it only move constructable instead of copy constructable