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Decouple BlackScoles functions from OptionHelper into IOptionPricingCalculator for DI #28

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bleunguts opened this issue Oct 7, 2023 · 0 comments
Open

Decouple BlackScoles functions from OptionHelper into IOptionPricingCalculator for DI #28

bleunguts opened this issue Oct 7, 2023 · 0 comments

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@bleunguts
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bleunguts commented Oct 7, 2023 •
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  • Decouple OptionsHelper into IVanillaOptionsValuationModel with BlackScholesModel, BlackScholesOptionPricingCalculator
  • Extract BlackScholesCppModels impl. refactor cpp pricer into CppBlackScholesOptionPricingCalculator (TBD)

Add Unit Tests to ProjectX.AnalyticsLib.Test
@bleunguts bleunguts changed the title Refactor BlackScoles functions from OptionHelper into IOptionPricingCalculator for DI Decouple BlackScoles functions from OptionHelper into IOptionPricingCalculator for DI Oct 7, 2023
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