Improve project structure, add CI and docs

.clang-format

@@ -0,0 +1,3 @@
+BasedOnStyle: LLVM
+IndentWidth: 4
+ColumnLimit: 100

.github/ISSUE_TEMPLATE/bug_report.md

@@ -0,0 +1,13 @@
+---
+name: Bug Report
+about: Create a bug report to help us improve
+---
+
+**Describe the bug**
+A clear and concise description of what the bug is.
+
+**To Reproduce**
+Steps to reproduce the behavior.
+
+**Expected behavior**
+A clear and concise description of what you expected to happen.

.github/pull_request_template.md

@@ -0,0 +1,5 @@
+## Summary
+- Provide a concise description of changes.
+
+## Testing
+- `ctest -V`

.github/workflows/ci.yml

@@ -0,0 +1,15 @@
+name: CI
+
+on: [push, pull_request]
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v3
+      - name: Configure
+        run: cmake -S . -B build
+      - name: Build
+        run: cmake --build build
+      - name: Test
+        run: ctest --test-dir build --output-on-failure

CMakeLists.txt

@@ -5,7 +5,6 @@ set(CMAKE_CXX_STANDARD 17)
 set(CMAKE_CXX_STANDARD_REQUIRED ON)
 set(CMAKE_CXX_EXTENSIONS OFF)
 
-include_directories(${PROJECT_SOURCE_DIR}/include)
 
 add_subdirectory(src)
 

CODE_OF_CONDUCT.md

@@ -0,0 +1,3 @@
+# Code of Conduct
+
+Be respectful and considerate in all interactions. Harassment or abusive behavior will not be tolerated. If you encounter any issues, please contact the maintainers.

CONTRIBUTING.md

@@ -0,0 +1,8 @@
+# Contributing
+
+Thank you for considering contributing to this project! Please open an issue first to discuss any major changes. Pull requests should:
+
+1. Build successfully with CMake.
+2. Run `ctest` and pass all tests.
+
+Feel free to propose enhancements and bug fixes.

README.md

@@ -2,6 +2,11 @@
 
 Bootstrap for implementing code snippets from Duffy's *Financial Instrument Pricing Using C++*.
 
+### Quick Start
+1. `mkdir build && cd build`
+2. `cmake .. && cmake --build .`
+3. `ctest -V`
+
 ## Requirements
 
 - CMake >= 3.15
@@ -107,76 +112,8 @@ ctest -V
 
 This will execute the `option_pricing` unit tests (normal PDF/CDF checks and basic call/put pricing validations).
 
-## Getting Started Guide for Java Developers
-
-If you come from a Java background and haven’t touched C++ in a while (or ever), this section will help you:
-
-- Understand the C++ project layout and how it compares to a typical Java project
-- Learn the CMake build workflow (analogy to Maven/Gradle)
-- Pick up the core C++ language features used in this codebase
-
-### 1. Project Layout Comparison
-
-```text
-Java:                            C++ (this project):
-src/main/java/...                include/sud.hpp, include/option_pricing.hpp
-src/main/resources/...           src/main.cpp
-pom.xml / build.gradle           CMakeLists.txt (root & src)
-```
-
-• **Headers (`.hpp`)** declare interfaces and templates (like Java interfaces or class declarations).
-• **Sources (`.cpp`)** contain implementations (like Java classes with method bodies).
-• **`CMakeLists.txt`** serves as the build spec (similar to `pom.xml` or `build.gradle`).
-
-### 2. CMake vs. Maven/Gradle
-
-| Step                   | Java (Maven)              | C++ (CMake)                          |
-|:-----------------------|:--------------------------|:-------------------------------------|
-| Configure/dependencies | `mvn compile`             | `cmake ..`                           |
-| Compile & link         | `mvn package`             | `cmake --build .`                    |
-| Run tests              | `mvn test`                | (CTest or manual test executable)     |
-| Execute application    | `java -jar target/app.jar`| `./option_pricing`                   |
-
-### 3. Essential C++ Constructs
-
-1. **Templates** (generic code):
-   ```cpp
-   template<typename T>
-   using OptionData = std::tuple<T,T,T,T>;
-   ```
-
-2. **Type aliases** (`using`):
-   ```cpp
-   using ComputedData = std::tuple<V,V,V>;
-   ```
-
-3. **Tuples** (multiple return values):
-   ```cpp
-   return std::make_tuple(price, delta, gamma);
-   ```
-
-4. **Lambdas & callbacks** (`std::function`):
-   ```cpp
-   IAlgorithm<double> bs = [](auto od, double S) { /* ... */ };
-   ```
-
-5. **Inline/free functions** for small utilities:
-   ```cpp
-   inline double N(double x) { return 0.5*(1-std::erf(-x/√2)); }
-   ```
-
-6. **Thread safety** with `std::mutex` + `std::lock_guard` (vs Java `synchronized`):
-   ```cpp
-   static std::mutex m;
-   std::lock_guard<std::mutex> lock(m);
-   ```
-
-### 4. IDE & Tooling
-
-- **CLion**: IntelliJ-like C++ IDE—open the root folder, and it imports the CMake project automatically.
-- **Command-line**: requires a C++17 compiler (`g++`/`clang++`) and CMake installed in your PATH.
-- **.gitignore**: filters build artifacts, IDE settings, and temporary files so your repo stays clean.
+For a detailed introduction, see [docs/JavaGuide.md](docs/JavaGuide.md).
 
-With these points in mind, you’ll feel right at home extending and navigating this C++ project using patterns and workflows you already know from Java.
+## License
 
-Happy coding!
+This project is licensed under the MIT License. Pricing formulas are provided for educational purposes only and should not be used in production without proper validation.

SECURITY.md

@@ -0,0 +1,3 @@
+# Security Policy
+
+Please report any security vulnerabilities by opening an issue or contacting the maintainers privately. We will respond as soon as possible.

docs/JavaGuide.md

@@ -0,0 +1,73 @@
+## Getting Started Guide for Java Developers
+
+If you come from a Java background and haven’t touched C++ in a while (or ever), this section will help you:
+
+- Understand the C++ project layout and how it compares to a typical Java project
+- Learn the CMake build workflow (analogy to Maven/Gradle)
+- Pick up the core C++ language features used in this codebase
+
+### 1. Project Layout Comparison
+
+```text
+Java:                            C++ (this project):
+src/main/java/...                include/sud.hpp, include/option_pricing.hpp
+src/main/resources/...           src/main.cpp
+pom.xml / build.gradle           CMakeLists.txt (root & src)
+```
+
+• **Headers (`.hpp`)** declare interfaces and templates (like Java interfaces or class declarations).
+• **Sources (`.cpp`)** contain implementations (like Java classes with method bodies).
+• **`CMakeLists.txt`** serves as the build spec (similar to `pom.xml` or `build.gradle`).
+
+### 2. CMake vs. Maven/Gradle
+
+| Step                   | Java (Maven)              | C++ (CMake)                          |
+|:-----------------------|:--------------------------|:-------------------------------------|
+| Configure/dependencies | `mvn compile`             | `cmake ..`                           |
+| Compile & link         | `mvn package`             | `cmake --build .`                    |
+| Run tests              | `mvn test`                | (CTest or manual test executable)     |
+| Execute application    | `java -jar target/app.jar`| `./option_pricing`                   |
+
+### 3. Essential C++ Constructs
+
+1. **Templates** (generic code):
+   ```cpp
+   template<typename T>
+   using OptionData = std::tuple<T,T,T,T>;
+   ```
+
+2. **Type aliases** (`using`):
+   ```cpp
+   using ComputedData = std::tuple<V,V,V>;
+   ```
+
+3. **Tuples** (multiple return values):
+   ```cpp
+   return std::make_tuple(price, delta, gamma);
+   ```
+
+4. **Lambdas & callbacks** (`std::function`):
+   ```cpp
+   IAlgorithm<double> bs = [](auto od, double S) { /* ... */ };
+   ```
+
+5. **Inline/free functions** for small utilities:
+   ```cpp
+   inline double N(double x) { return 0.5*(1-std::erf(-x/√2)); }
+   ```
+
+6. **Thread safety** with `std::mutex` + `std::lock_guard` (vs Java `synchronized`):
+   ```cpp
+   static std::mutex m;
+   std::lock_guard<std::mutex> lock(m);
+   ```
+
+### 4. IDE & Tooling
+
+- **CLion**: IntelliJ-like C++ IDE—open the root folder, and it imports the CMake project automatically.
+- **Command-line**: requires a C++17 compiler (`g++`/`clang++`) and CMake installed in your PATH.
+- **.gitignore**: filters build artifacts, IDE settings, and temporary files so your repo stays clean.
+
+With these points in mind, you’ll feel right at home extending and navigating this C++ project using patterns and workflows you already know from Java.
+
+Happy coding!

include/option_pricing.hpp

@@ -13,17 +13,21 @@
 
 #include "sud.hpp"
 
+namespace op {
+
 // Standard normal density function
 inline double n(double x)
 {
-    const double A = 1.0 / std::sqrt(2.0 * 3.14159265358979323846);
+    constexpr double PI = 3.14159265358979323846;
+    const double A = 1.0 / std::sqrt(2.0 * PI);
     return A * std::exp(-x * x * 0.5);
 }
 
 // Cumulative normal distribution using error function
-static inline auto cndN = [](double x) {
+inline double cndN(double x)
+{
     return 0.5 * (1.0 - std::erf(-x / std::sqrt(2.0)));
-};
+}
 
 inline double N(double x)
 {
@@ -155,4 +159,6 @@ class ProcessingII
     {
         return PutValues(optData, S);
     }
-};
+};
+
+} // namespace op

include/sud.hpp

@@ -8,6 +8,8 @@
 #include <tuple>
 #include <functional>
 
+namespace op {
+
 template <typename T>
 using OptionData = std::tuple<T, T, T, T>;
 
@@ -36,4 +38,7 @@ class SUD : private Source<T>, private Sink<T>
         SendData(t2);
         end();
     }
-};
+};
+
+} // namespace op
+

src/CMakeLists.txt

@@ -1,10 +1,10 @@
-file(GLOB SOURCES *.cpp)
-
-add_executable(option_pricing ${SOURCES})
+add_executable(option_pricing
+    main.cpp
+)
 
 # Place the executable in the top-level build directory for ease of use
 set_target_properties(option_pricing PROPERTIES
     RUNTIME_OUTPUT_DIRECTORY ${CMAKE_BINARY_DIR}
 )
 
-target_include_directories(option_pricing PUBLIC ${PROJECT_SOURCE_DIR}/include)
+target_include_directories(option_pricing PUBLIC ${PROJECT_SOURCE_DIR}/include)

src/main.cpp

@@ -4,18 +4,18 @@ int main() {
     using value_type = double;
 
     // Instantiate call and put processing policies
-    Processing<value_type> converter;
-    ProcessingII<value_type> converter2;
+    op::Processing<value_type> converter;
+    op::ProcessingII<value_type> converter2;
 
     // Pricing calls
-    SUD<value_type, Input, Output> callPricer(converter);
+    op::SUD<value_type, op::Input, op::Output> callPricer(converter);
     value_type S = 60.0;
     callPricer.run(S);
 
     // Pricing puts
-    SUD<value_type, Input, Output> putPricer(converter2);
+    op::SUD<value_type, op::Input, op::Output> putPricer(converter2);
     value_type S2 = 60.0;
     putPricer.run(S2);
 
     return 0;
-}
+}

tests/CMakeLists.txt

@@ -1,7 +1,6 @@
-file(GLOB TEST_SOURCES *.cpp)
+add_executable(test_option_pricing test_option_pricing.cpp)
 
-add_executable(test_option_pricing ${TEST_SOURCES})
 target_include_directories(test_option_pricing PRIVATE ${PROJECT_SOURCE_DIR}/include)
 
 # Register with CTest
-add_test(NAME option_pricing_unit_tests COMMAND test_option_pricing)
+add_test(NAME option_pricing_unit_tests COMMAND test_option_pricing)

tests/test_option_pricing.cpp

@@ -8,18 +8,18 @@ int main()
 {
     // Test standard normal PDF at 0: n(0) = 1/sqrt(2*pi)
     const double PI = 3.14159265358979323846;
-    double pdf0 = n(0.0);
+    double pdf0 = op::n(0.0);
     assert(std::abs(pdf0 - (1.0 / std::sqrt(2.0 * PI))) < 1e-12);
 
     // Test cumulative normal CDF at 0: N(0) = 0.5
-    double cdf0 = N(0.0);
+    double cdf0 = op::N(0.0);
     assert(std::abs(cdf0 - 0.5) < 1e-12);
 
     // Prepare option data: K=100, T=1, r=0, v=0.2
-    OptionData<double> data(100.0, 1.0, 0.0, 0.2);
+    op::OptionData<double> data(100.0, 1.0, 0.0, 0.2);
 
     // Test call values: price>0, 0<delta<1, gamma>0
-    auto call = CallValues(data, 100.0);
+    auto call = op::CallValues(data, 100.0);
     double price = std::get<0>(call);
     double delta = std::get<1>(call);
     double gamma = std::get<2>(call);
@@ -28,7 +28,7 @@ int main()
     assert(gamma > 0.0);
 
     // Test put values: price>0, delta<0, gamma>0
-    auto put = PutValues(data, 100.0);
+    auto put = op::PutValues(data, 100.0);
     double price2 = std::get<0>(put);
     double delta2 = std::get<1>(put);
     double gamma2 = std::get<2>(put);
@@ -38,4 +38,4 @@ int main()
 
     std::cout << "All unit tests passed." << std::endl;
     return 0;
-}
+}