corrected typo in README and removed files from git

anthonymakarewicz · Dec 23, 2024 · a376c1e · a376c1e
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diff --git a/.DS_Store b/.DS_Store
diff --git a/.gitignore b/.gitignore
@@ -17,4 +17,7 @@ bin/
 bckp
 flattened_folder
 
+.DS_Store
+
+ideas
 
diff --git a/.idea/misc.xml b/.idea/misc.xml
diff --git a/CMakeLists.txt b/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)

diff --git a/README.md b/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

diff --git a/ideas/custome_excpetion-factory.txt b/ideas/custome_excpetion-factory.txt
diff --git a/ideas/factories/templated_factory.h b/ideas/factories/templated_factory.h
diff --git a/ideas/logger/di_async.h b/ideas/logger/di_async.h
diff --git a/ideas/logger/di_sync.h b/ideas/logger/di_sync.h
diff --git a/ideas/logger/singleton_async.h b/ideas/logger/singleton_async.h
diff --git a/ideas/monte_carlo/mc_inherit_marketdata.h b/ideas/monte_carlo/mc_inherit_marketdata.h
-Original file line number
+Diff line change
@@ Expand Up / @@ -17,4 +17,7 @@ bin/ @@
     bckp
     flattened_folder
+    .DS_Store
+    ideas