issues
search
paolodelia99
/
spread-option-pricing
Pricing spread option where the underlying as following a GBM using the margrabe formula and MC methods.
0
stars
0
forks
source link
14 unique ptr in spreadmarketdata
#16
Closed
paolodelia99
closed
2 weeks ago
paolodelia99
commented
2 weeks ago
Used
unique_ptr
instead of raw pointers for SpreadMarketData attributes ensuring more safety and better memory management
Remove copy constructor/assignment and add move constructor/assignment operations
unique_ptr
instead of raw pointers for SpreadMarketData attributes ensuring more safety and better memory management