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waifod / quant_finance_models

Project containing the implementations of quantitative finance models
MIT License
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Allow setting interest rate in MarketDataProvider and require it in its constructor #61

Closed waifod closed 1 year ago

waifod commented 1 year ago

This deals with issue https://github.com/Waifod/quant_finance_models/issues/32.

We need to provide a way to set the right interest rate in the MarketDataProvider, so that it can provide the correct value on demand.

Also, since it should always be available, we require it in the constructor of MarketDataProvider.

Testing

We updated main.cpp to construct the MarketDataProvider correctly, then we executed it.