#General This project of mine should provide a pricing mechanism for path-independent financial derivatives. Parts of it are inspired by Joshi's "The Concepts and Practice of Mathematical Finance" and "C++ Design Patterns and Derivatives Pricing".

I provide two pricing mechanisms. One via the analytical formulas and a Monte-Carlo pricing scheme which is used for validation.

#Code organization In src/ we have the sources, in include/ the headers. The tests are located in the folder test. Each unittest is named test_<classname>.

"make all" compiles everything and runs the tests. "make tests" runs the tests. "make doc" builds the documentation.

#Dependencies libboost-test, for running the tests. doxygen, for creating the documentation