Create option pricing engine structure, test architecture.

src/BlackScholesProcess.hpp

@@ -0,0 +1,24 @@
+//
+// Created by David Doebel  on 06.03.2026.
+//
+
+#ifndef QUANTENGINE_BLACKSCHOLESPROCESS_HPP
+#define QUANTENGINE_BLACKSCHOLESPROCESS_HPP
+#include "StochasticProcess.hpp"
+
+
+class BlackScholesProcess : public StochasticProcess{
+public:
+    BlackScholesProcess() = default;
+    BlackScholesProcess(std::unique_ptr<MarketData> data) : StochasticProcess(std::move(data)){}
+
+    double drift(double t, double s) override;
+
+    double diffusion(double t, double s) override;
+
+    double step(double t, double s, double dt, double dW) override;
+
+};
+
+
+#endif //QUANTENGINE_BLACKSCHOLESPROCESS_HPP