added VG, Heston, and Kou models #35
Workflow file for this run
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name: Push CI | |
on: | |
push: | |
branches: | |
- 'feature/*' | |
jobs: | |
build: | |
name: Build & Run Unit Tests | |
runs-on: ubuntu-latest | |
steps: | |
- name: Checkout code | |
uses: actions/checkout@v4 # to use node20 instead of node12 and node 16 which are deprecated | |
- name: Set up CMake | |
uses: jwlawson/actions-setup-cmake@v2 # Use the latest major version for stability | |
with: | |
cmake-version: '3.26.3' | |
- name: Install dependencies | |
run: sudo apt-get install -y libgtest-dev libgmock-dev libboost-all-dev libeigen3-dev | |
- name: Configure CMake | |
run: | | |
cmake -S . -B build -DCMAKE_EXPORT_COMPILE_COMMANDS=ON -DCMAKE_CXX_STANDARD=20 .. | |
- name: Build Main Executable and Test Executable | |
run: | # probably need to build specific target --target Option_pricer Unit_tests to exclude examples | |
cmake --build build --target Unit_tests | |
- name: Run Unit Tests | |
run: | | |
cd build | |
ctest -R UnitTests --output-on-failure |