Collection of standalone C++ pricing model prototypes for equity and rates derivatives. Each program focuses on a specific model.
models/bachelier.cpp: Analytic Bachelier pricing for calls and puts, including conversion from spot inputs.models/black.cpp: Black 1976 forward or futures option pricer with analytic Greeks.models/black_shifted.cpp: Shifted Black variant for negative rates with a built-in demo.models/bsm.cpp: Black-Scholes-Merton analytic pricer returning value and Greeks.models/bsm_mc.cpp: Monte Carlo engine showing scalar, valarray, SIMD (via xsimd), and multithreaded pricing pipelines.models/blm.cpp: Cox-Ross-Rubinstein binomial lattice for European and American vanilla options.models/equity_crr_tree.cpp: Flexible CRR tree supporting even or odd step counts and American exercise.models/bdt_tree.cpp: Black-Derman-Toy short-rate tree calibration plus callable and putable bond valuation utilities.models/hull_white_tree.cpp: One-factor Hull-White lattice with zero coupon bond analytics and tree-based pricing.models/bk_tree.cpp: Placeholder for a Black-Karasinski implementation (currently empty).