From 69888aabb610bedbe3053b46318b66a16a69a0a2 Mon Sep 17 00:00:00 2001 From: anthonymakarewicz <138609270+anthonymakarewicz@users.noreply.github.com> Date: Thu, 5 Sep 2024 06:54:00 +0200 Subject: [PATCH] create directory for tree solvers --- CMakeLists.txt | 1 + include/solver/tree/binomial_tree.h | 12 ++++++++++++ src/solver/tree/binomial_tree.cpp | 1 + 3 files changed, 14 insertions(+) create mode 100644 include/solver/tree/binomial_tree.h create mode 100644 src/solver/tree/binomial_tree.cpp diff --git a/CMakeLists.txt b/CMakeLists.txt index a893b93..93eeb6e 100644 --- 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 new file mode 100644 index 0000000..4d760b8 --- /dev/null +++ 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 new file mode 100644 index 0000000..6364cae --- /dev/null +++ b/src/solver/tree/binomial_tree.cpp @@ -0,0 +1 @@ +#include "solver/tree/binomial_tree.h" \ No newline at end of file