Create option pricing engine structure, test architecture.

src/BlackScholesProcess.cpp

@@ -0,0 +1,23 @@
+//
+// Created by David Doebel  on 06.03.2026.
+//
+
+#include "BlackScholesProcess.hpp"
+
+double BlackScholesProcess::drift(double t, double s) {
+    double r = this->data().yield_curve().zeroRate(t);
+    return r * s;
+}
+
+double BlackScholesProcess::diffusion(double t, double s) {
+    double sigma = this->data().volatility_surface().sigma(s,t);
+    return sigma*s;
+}
+
+double BlackScholesProcess::step(double t, double s, double dt, double dW) {
+    double r = this->data().yield_curve().zeroRate(t);
+    double sigma = this->data().volatility_surface().sigma(s,t);
+    return s*exp((r-0.5*sigma*sigma)*dt + sigma*sqrt(dt)*dW);
+}
+
+