small refactoring

anthonymakarewicz · Aug 16, 2024 · cb6b93b · cb6b93b
1 parent 470f8b7
commit cb6b93b
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Showing 12 changed files with 12 additions and 12 deletions.
diff --git a/include/solver/monte_carlo/base_mc.h b/include/solver/monte_carlo/base_mc.h
@@ -15,7 +15,7 @@ namespace OptionPricer {
 
         virtual ~MCPricer();
 
-        [[nodiscard]] virtual double calculate_price(const unsigned long& N) const = 0;
+        [[nodiscard]] virtual double calculatePrice(const unsigned long& N) const = 0;
 
     protected:
         std::shared_ptr<IMarketData> marketData_;

diff --git a/include/solver/monte_carlo/mc_american.h b/include/solver/monte_carlo/mc_american.h
@@ -18,7 +18,7 @@ namespace OptionPricer {
                          std::shared_ptr<RegressionStrategy> regressionStrategy,
                          const unsigned int& steps);
 
-        double calculate_price(const unsigned long& N) const override;
+        double calculatePrice(const unsigned long& N) const override;
         double standardPrice(const unsigned long& N, const double &dt, const double &discountFactor) const ;
         double brownianBridgePrice(const unsigned long& N, const double &dt, const double &discountFactor) const ;
 

diff --git a/include/solver/monte_carlo/mc_asian.h b/include/solver/monte_carlo/mc_asian.h
@@ -14,7 +14,7 @@ namespace OptionPricer {
                       std::shared_ptr<NumberGenerator> generator,
                       const unsigned int& steps);
 
-        [[nodiscard]] double calculate_price(const unsigned long& N) const override;
+        [[nodiscard]] double calculatePrice(const unsigned long& N) const override;
 
     protected:
         virtual double computeSumPrices(const double& S_t) const = 0;

diff --git a/include/solver/monte_carlo/mc_barrier.h b/include/solver/monte_carlo/mc_barrier.h
@@ -14,7 +14,7 @@ namespace OptionPricer {
                         std::shared_ptr<NumberGenerator> generator,
                         const unsigned int& steps);
 
-        [[nodiscard]] double calculate_price(const unsigned long& N) const override;
+        [[nodiscard]] double calculatePrice(const unsigned long& N) const override;
 
     protected:
         virtual bool checkHasCrossed(const double& S_t, bool& hasCrossed) const = 0;

diff --git a/include/solver/monte_carlo/mc_lookback.h b/include/solver/monte_carlo/mc_lookback.h
@@ -14,7 +14,7 @@ namespace OptionPricer {
                              std::shared_ptr<NumberGenerator> generator,
                              const unsigned int& steps);
 
-            [[nodiscard]] double calculate_price(const unsigned long& N) const override;
+            [[nodiscard]] double calculatePrice(const unsigned long& N) const override;
 
         protected:
             virtual double computePayoff(const double& S_t, const double& S_min, const double& S_max) const = 0;

diff --git a/include/solver/monte_carlo/mc_single_path.h b/include/solver/monte_carlo/mc_single_path.h
@@ -15,7 +15,7 @@ namespace OptionPricer {
 
         ~SinglePathMCPricer() override = default;
 
-        [[nodiscard]] double calculate_price(const unsigned long& N) const override;
+        [[nodiscard]] double calculatePrice(const unsigned long& N) const override;
 
     private:
         std::shared_ptr<SinglePathOption> option_;

diff --git a/src/solver/monte_carlo/mc_american.cpp b/src/solver/monte_carlo/mc_american.cpp
@@ -16,7 +16,7 @@ namespace OptionPricer {
     basisFunctionStrategy_(std::move(basisFunctionStrategy)),
     regressionStrategy_(std::move(regressionStrategy)) {}
 
-    double AmericanMCPricer::calculate_price(const unsigned long &N) const {
+    double AmericanMCPricer::calculatePrice(const unsigned long &N) const {
         const double dt = option_->getT() / static_cast<double>(steps_);
         const double discountFactor = exp(-marketData_->getR() * dt);
 

diff --git a/src/solver/monte_carlo/mc_asian.cpp b/src/solver/monte_carlo/mc_asian.cpp
@@ -11,7 +11,7 @@ namespace OptionPricer {
     : PathDependentMCPricer(std::move(marketData),
     std::move(stockModel), std::move(generator), steps), option_(std::move(option)) {}
 
-    double AsianMCPricer::calculate_price(const unsigned long& N) const {
+    double AsianMCPricer::calculatePrice(const unsigned long& N) const {
         double sumPayoff = 0.0;
         const double dt = option_->getT() / static_cast<double>(steps_);
 

diff --git a/src/solver/monte_carlo/mc_barrier.cpp b/src/solver/monte_carlo/mc_barrier.cpp
@@ -11,7 +11,7 @@ namespace OptionPricer {
     : PathDependentMCPricer(std::move(marketData),std::move(stockModel),
         std::move(generator), steps), option_(std::move(option)) {}
 
-    double BarrierMCPricer::calculate_price(const unsigned long &N) const {
+    double BarrierMCPricer::calculatePrice(const unsigned long &N) const {
         double sumPayoff = 0.0;
         const double dt = option_->getT() / static_cast<double>(steps_);
 

diff --git a/src/solver/monte_carlo/mc_lookback.cpp b/src/solver/monte_carlo/mc_lookback.cpp
@@ -11,7 +11,7 @@ namespace OptionPricer {
     : PathDependentMCPricer(std::move(marketData),std::move(stockModel),
         std::move(generator), steps), option_(std::move(option)) {}
 
-    double LookbackMCPricer::calculate_price(const unsigned long &N) const {
+    double LookbackMCPricer::calculatePrice(const unsigned long &N) const {
         double sumPayoff = 0.0;
         const double dt = option_->getT() / static_cast<double>(steps_);
 

diff --git a/src/solver/monte_carlo/mc_single_path.cpp b/src/solver/monte_carlo/mc_single_path.cpp
@@ -16,7 +16,7 @@ namespace OptionPricer {
         }
     }
 
-    double SinglePathMCPricer::calculate_price(const unsigned long& N) const {
+    double SinglePathMCPricer::calculatePrice(const unsigned long& N) const {
         double sumPayoff = 0.0;
 
         for (int i = 0; i < N; ++i) {

diff --git a/src/solver/monte_carlo/mc_solver.cpp b/src/solver/monte_carlo/mc_solver.cpp
@@ -9,7 +9,7 @@ namespace OptionPricer {
         if (!pricer_) {
             throw std::logic_error("Pricer is not set for MonteCarloSolver.");
         }
-        return pricer_->calculate_price(N_);
+        return pricer_->calculatePrice(N_);
     }
 
     void MCSolver::setN(const unsigned long& N) {