FinanceProject is a financial modeling application that includes implementations of the Black-Scholes model, Heston model, and option Greeks calculations. The project is designed to provide tools for pricing European options and calculating the sensitivities of these options to various factors.

• Black-Scholes Model: Analytical pricing for European options.
• Heston Model: Stochastic volatility model with numerical integration and Monte Carlo simulation.
• Option Greeks: Sensitivities of option prices to various parameters.

• Implemented in blackScholesModel and blackScholesModel.cpp.
• Provides methods to calculate option prices and related parameters.

• Implemented in optionGreeks and optionGreeks.cpp.
• Provides methods to calculate Delta, Gamma, Vega, Theta, and Rho.

• Implemented using Google Test framework.
• Tests for blackScholesModel are in test_blackScholesModel.cpp.
• Tests for optionGreeks are in test_optionGreeks.cpp.

• Centralized error logging to error.log for all exceptions.
• Comprehensive exception handling to ensure robustness.

• Unit tests implemented using Google Test framework.
• Covers basic functionality and edge cases for:
  • Black-Scholes model
  • Option Greeks
  • Heston model (including zero volatility, extreme correlation, and invalid inputs)

• The project uses CMake to manage the build process.
• The main CMake configuration is in CMakeLists.txt.
• The test configuration is in Testing/CMakeLists.txt.

1. Navigate to the project directory:

   cd FinanceProject

2. Create a build directory and navigate into it:

   mkdir build
   cd build

3. Run CMake to generate the build system:

   cmake ..

4. Use make to compile the project:

   make

1. Navigate to the Testing directory:

   cd FinanceProject/Testing

2. Build and run the tests:

   mkdir build && cd build
   cmake ..
   make
   ./ModelTests

3. Check error.log for any runtime errors during testing.