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Implement C++ Option pricing Models (OptionsPricerCpp and its flavours) #30

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bleunguts opened this issue Oct 7, 2023 · 0 comments

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bleunguts commented Oct 7, 2023

Extract OptionsPricerCpp into AnalyticsLib and

Also, add UI text box that explains quant technique first
Have a dropdown or somewhere to select pricing model.

might be more complicated to merge inputs, but from memory cpp has same inputs matter setting up the interop

e.g. normal distribution for stochastic part, Monte Carlo, paths etc?

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