Feature/caching ci cd

.github/workflows/pr_ci.yml

@@ -1,33 +1,33 @@
 name: Pull Request CI
 
-on: # On what action this workflow will be triggered
+on:
   pull_request:
     branches:
       - main
       - dev
 
 jobs:
   build:
-    name: Build & Run All Tests # Give the build job an appropriate name
+    name: Build & Run All 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: Cache CMake files
-        uses: actions/cache@v3
-        with:
-          path: |
-            build/CMakeFiles
-            build/CMakeCache.txt
-            build/compile_commands.json
-          key: ${{ runner.os }}-cmake-build-${{ github.sha }}
-          restore-keys: |
-            ${{ runner.os }}-cmake-build-
+        uses: actions/checkout@v4
+
+      #- name: Cache CMake files
+      #  uses: actions/cache@v3
+      #  with:
+      #    path: |
+      #      build/CMakeFiles
+      #      build/CMakeCache.txt
+      #      build/compile_commands.json
+      #    key: ${{ runner.os }}-cmake-build-${{ github.sha }}
+      #    restore-keys: |
+      #      ${{ runner.os }}-cmake-build-
 
       - name: Set up CMake
-        uses: jwlawson/actions-setup-cmake@v2 # Use the latest major version for stability
+        uses: jwlawson/actions-setup-cmake@v2
         with:
           cmake-version: '3.26.3'
 

.github/workflows/push_ci.yml

@@ -12,10 +12,10 @@ jobs:
 
     steps:
       - name: Checkout code
-        uses: actions/checkout@v4 # to use node20 instead of node12 and node 16 which are deprecated
+        uses: actions/checkout@v4
 
       - name: Set up CMake
-        uses: jwlawson/actions-setup-cmake@v2 # Use the latest major version for stability
+        uses: jwlawson/actions-setup-cmake@v2
         with:
           cmake-version: '3.26.3'
 

.gitignore

@@ -17,4 +17,7 @@ bin/
 bckp
 flattened_folder
 
+.DS_Store
+
+ideas
 

CMakeLists.txt

@@ -175,6 +175,7 @@ add_library(solver SHARED
 target_link_libraries(option PUBLIC marketdata payoff)
 target_link_libraries(model PUBLIC option random)
 target_link_libraries(solver PUBLIC option model numerical_analysis Boost::random Eigen3::Eigen)
+target_link_libraries(numerical_analysis PUBLIC Eigen3::Eigen)
 
 # Create main executable
 add_executable(Option_pricer main.cpp)

README.md

@@ -9,8 +9,6 @@
 The **Option Pricer** is a C++ library designed to model and price various financial options, such as European, American, and exotic path-dependent options (e.g., Asian, Barrier).
 It is optimized for financial institutions, quantitative analysts, and researchers who need fast, flexible, and accurate option pricing methods.
 
-This library complies with **SOLID** principles and leverages modern C++ features (up to C++20).
-It incorporates various design patterns to ensure maintainability and extensibility.
 The library supports multiple pricing methods, including **Monte Carlo simulations** and **Finite Difference Methods (FDM)**, giving users the flexibility to select the most appropriate solver for their needs.
 
 ## Table of Contents
@@ -71,7 +69,7 @@ vcpkg install eigen3 boost-random gtest
 ### Build Instructions
 1. Clone the repository:
 ```
-git clone https://github.com/anthonymakarewicz/option_pricer.git
+git clone https://github.com/anthonymakarewicz/option-pricer.git option_pricer
 cd option_pricer
 ```
 
@@ -122,9 +120,9 @@ params.setParameter("K", K);
 
 // Create a European call and American Put using the factory method
 EuropeanOptionFactory europeanFactory;
-AmericanOptionFactory factory;
+AmericanOptionFactory americanFactory;
 std::shared_ptr<Option> europeanCall = europeanFactory.createCallOption(params);
-std::shared_ptr<AmericanOption> americanPut = factory.createPutOption(params);
+std::shared_ptr<AmericanOption> americanPut = americanFactory.createPutOption(params);
 ```
 
 ### 2. Pricing an European call option with Finite Difference Method