create directory for tree solvers

anthonymakarewicz · Sep 5, 2024 · 69888aa · 69888aa
1 parent 8683643
commit 69888aa
Show file tree

Hide file tree

Showing 3 changed files with 14 additions and 0 deletions.
diff --git a/CMakeLists.txt b/CMakeLists.txt
@@ -169,6 +169,7 @@ add_library(solver SHARED
         src/solver/finite_difference_method/solver/multi_factor/euler_explicit_fdm_solver.cpp
         src/solver/finite_difference_method/solver/multi_factor/euler_implicit_fdm_solver.cpp
         src/solver/finite_difference_method/pde/multi_factor/base_convection_diffusion_pde.cpp
+        src/solver/tree/binomial_tree.cpp
 )
 
 target_link_libraries(option PUBLIC marketdata payoff)

diff --git a/include/solver/tree/binomial_tree.h b/include/solver/tree/binomial_tree.h
@@ -0,0 +1,12 @@
+//
+// Created by anthony on 05/09/2024.
+//
+
+#ifndef BINOMIAL_TREE_H
+#define BINOMIAL_TREE_H
+
+
+
+
+
+#endif //BINOMIAL_TREE_H
diff --git a/src/solver/tree/binomial_tree.cpp b/src/solver/tree/binomial_tree.cpp
@@ -0,0 +1 @@
+#include "solver/tree/binomial_tree.h"