Create option pricing engine structure, test architecture.

src/Exercise.hpp

@@ -0,0 +1,53 @@
+//
+// Created by David Doebel  on 05.03.2026.
+//
+
+#ifndef QUANTENGINE_EXERCISE_HPP
+#define QUANTENGINE_EXERCISE_HPP
+#include <vector>
+
+class Exercise {
+public:
+    Exercise() = default;
+    virtual ~Exercise() = default;
+    enum class Type {
+        European,
+        American,
+        Bermudan
+    };
+
+    virtual Type type() const = 0;
+protected:
+    std::vector<double> exercise_times_;
+
+};
+
+class EuropeanExercise : public Exercise {
+    EuropeanExercise() : type_(Type::European) {};
+    EuropeanExercise(double maturity) : type_(Type::European){
+        exercise_times_.push_back(maturity);
+    }
+    ~EuropeanExercise() override = default;
+    [[nodiscard]] Type type() const override {
+        return type_;
+    }
+private:
+    Type type_;
+};
+
+class AmericanExercise : public Exercise{
+    AmericanExercise() : type_(Type::American) {};
+    AmericanExercise(double maturity) : type_(Type::American) {
+        exercise_times_.push_back(0);
+        exercise_times_.push_back(maturity);
+    }
+    [[nodiscard]] Type type() const override {
+        return type_;
+    }
+
+private:
+    Type type_;
+};
+
+
+#endif //QUANTENGINE_EXERCISE_HPP