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.
GitHub repository with 12 stars and 8 forks.
Language: C++
Topics: black-scholes, cpp, cpp20, delta-hedging, derivatives, financial-engineering, hft, high-frequency-trading, lock-free, low-latency