adityatomar15/options-market-making

options market making engine in C++20 — SVI vol surface, Black-Scholes pricing, lock-free SPSC queues, delta hedging, and real-time PnL attribution.

语言：C++ · GitHub 星标：19 · Fork：9

话题：black-scholes · cpp · cpp20 · delta-hedging · derivatives · financial-engineering · hft · high-frequency-trading

在 GitHub 上查看原仓库