- The example requires CMake v3.2 or greater and a c++14 compatible compiler.
- Build instructions
mkdir build
cd build
cmake ..
cmake --build .
- Example usage can be found in unit-tests/stocks_test.cpp
- Source code can be found in src/
- Documentation (Doxygen) can be found inline in the header files
- In the absence of any precision requirements, double precision arithmetic is used throughout. In practice a big decimal library such as boost multiprecision library may be appropriate.
- Pre and post conditions are enforced using assertions, input is assumed to have been validated