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waifod / quant_finance_models

Project containing the implementations of quantitative finance models
MIT License
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Too much stuff #17

Closed waifod closed 1 year ago

waifod commented 1 year ago

In this commit we: 1- implement a system of traits to provide the data needed by the assets 2- update Black-Scholes to leverage these traits 3- update the Pricing class to allow setting a pricing model for each asset type 4- create a NullModel to be used when no pricing model is specified

To verify that everything is working correctly we modified accordingly the sample program main.cpp.

Note to self: this should have been split in separate commits.

david-alvarez-rosa commented 1 year ago

Had a second look — that's really a LOT of work. Impressed. Thanks!!

waifod commented 1 year ago

I will address all of the comments in a follow up PR.

Only best practices being followed here, nothing to see. :')