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black-scholes-cpp/ | ||
├── docs/ | ||
│ ├── hierarchy.gql # Project hierarchy guide | ||
│ ├── BuildNotes.txt # Build notes | ||
│ ├── index.md # Project documentation index | ||
│ ├── installation.md # Installation guide | ||
│ ├── usage.md # Library usage guide | ||
│ ├── troubleshooting.md # Troubleshooting guide | ||
│ ├── contribution.md # Contribution guidelines | ||
│ └── api_reference.md # API reference documentation | ||
├── gtest/ # Google Test directory | ||
├── oneMKL2/ # OneMKL directory | ||
├── include/ | ||
│ ├── black-scholes-cpp/ | ||
│ │ ├── blackScholesModel.h # | ||
│ │ ├── hestonModel.h # | ||
│ │ ├── inputReader.h # | ||
│ │ ├── optionGreeks.h # | ||
│ │ ├── optionGreeksModel.h # | ||
│ │ ├── outputWriter.h # | ||
│ │ └── Program.h # | ||
│ └── third_party/ | ||
│ ├── libcurl/ # libcurl headers | ||
│ ├── websocketpp/ # WebSocket++ headers | ||
│ └── rapidjson/ # RapidJSON headers | ||
├── src/ | ||
│ ├── blackScholesModel.cpp # | ||
│ ├── hestonModel.cpp # | ||
│ ├── inputReader.cpp # | ||
│ ├── optionGreeks.cpp # | ||
│ ├── optionGreeksModel.cpp # | ||
│ ├── outputWriter.cpp # | ||
│ ├── Program.cpp # | ||
│ └── CMakeLists.txt # CMake configuration for src | ||
├── tests/ | ||
│ ├── test_blackScholesModel.cpp # Unit tests for blackScholesModel | ||
│ ├── test_Program.cpp # Unit tests for Program | ||
│ ├── test_inputReader.cpp # Unit tests for inputReader | ||
│ ├── test_outputWriter.cpp # Unit tests for outputWriter | ||
│ ├── test_optionGreeks.cpp # Unit tests for optionGreeks | ||
│ ├── test_optionGreeks.cpp # Unit tests for optionGreeksModel | ||
│ ├── unit_test_framework.h # Unit tests for optionGreeksModel | ||
│ └── CMakeLists.txt # CMake configuration for tests | ||
├── .gitignore | ||
├── Makefile | ||
├── csv.h | ||
├── option_GS_df.csv | ||
├── main.cpp # Main driver file | ||
├── CMakeLists.txt # Top-level CMake configuration | ||
├── xcode_redirect.hpp | ||
└── README.md # Project README file |
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