added factory for digital

CMakeLists.txt

@@ -69,6 +69,8 @@ add_library(option SHARED
         src/option/factory_option.cpp
         src/option/single_path/factory_single_path_option.cpp
         src/option/single_path/factory_european_option.cpp
+        include/option/single_path/factory_digital_option.h
+        src/option/single_path/factory_digital_option.cpp
 )
 
 # Link the option library against marketdata and payoff

include/option/single_path/digital_option.h

@@ -12,6 +12,7 @@ namespace OptionPricer {
     private:
         DigitalOption(const std::string& ticker, std::unique_ptr<Payoff> payoff, const double& T,
             std::shared_ptr<IMarketData> marketData);
+        friend class DigitalOptionFactory;
     };
 }
 

include/option/single_path/factory_digital_option.h

@@ -0,0 +1,12 @@
+#ifndef FACTORY_DIGITAL_OPTION_H
+#define FACTORY_DIGITAL_OPTION_H
+
+#include "option/single_path/factory_single_path_option.h"
+
+namespace OptionPricer {
+    class DigitalOptionFactory final: public SinglePathOptionFactory {
+        std::shared_ptr<SinglePathOption> createOption(const ParameterObject& params, const std::string& type) override;
+    };
+}
+
+#endif //FACTORY_DIGITAL_OPTION_H

include/option/single_path/factory_european_option.h

@@ -9,6 +9,4 @@ namespace OptionPricer {
     };
 }
 
-
-
 #endif //FACTORY_EUROPEAN_OPTION_H

src/option/single_path/factory_digital_option.cpp

@@ -0,0 +1,30 @@
+#include "option/single_path/factory_digital_option.h"
+
+#include <market_data/market_data.h>
+#include "option/single_path/digital_option.h"
+#include "payoff/single_strike/factory_payoff_digital.h"
+
+namespace OptionPricer {
+    std::shared_ptr<SinglePathOption> DigitalOptionFactory::createOption(const ParameterObject &params,
+            const std::string &type) {
+        auto marketData = MarketData::getInstance();
+        std::shared_ptr<SinglePathOption> eurOption = nullptr;
+
+        try {
+            PayoffDigitalFactory payoffFactory;
+            auto payoff = payoffFactory.createPayoff(type, params.getParameter<double>("K"));
+            eurOption = std::shared_ptr<SinglePathOption>(new DigitalOption(
+                params.getParameter<std::string>("ticker"),
+                std::move(payoff),
+                params.getParameter<double>("T"),
+                marketData
+                ));
+        } catch (const std::invalid_argument& e) {
+            const std::string err = std::string(e.what()) + "\n" + invalidParams("Digital Option");
+            throw std::invalid_argument(err); // Re-throw the caught exception
+        }
+
+        eurOption->initialize();
+        return eurOption;
+    }
+}

src/option/single_path/factory_european_option.cpp

@@ -13,7 +13,7 @@ namespace OptionPricer {
         try {
             PayoffVanillaFactory payoffFactory;
             auto payoff = payoffFactory.createPayoff(type, params.getParameter<double>("K"));
-            eurOption = std::shared_ptr<SinglePathOption>( new EuropeanOption(
+            eurOption = std::shared_ptr<SinglePathOption>(new EuropeanOption(
                 params.getParameter<std::string>("ticker"),
                 std::move(payoff),
                 params.getParameter<double>("T"),