Create option pricing engine structure, test architecture.

src/Instrument.hpp

@@ -0,0 +1,34 @@
+//
+// Created by David Doebel  on 05.03.2026.
+//
+
+#ifndef QUANTENGINE_INSTRUMENT_HPP
+#define QUANTENGINE_INSTRUMENT_HPP
+#include "Payoff.hpp"
+#include "PricingEngine.hpp"
+#include <memory>
+
+class PricingEngine;
+
+class Instrument {
+public:
+    Instrument() = default;
+    Instrument(double maturity, std::unique_ptr<Payoff> payoff, std::unique_ptr<PricingEngine> engine);
+    double price() const;
+
+    [[nodiscard]] double maturity() const {
+        return maturity_;
+    }
+
+    [[nodiscard]] Payoff& payoff() const {
+        return *payoff_;
+    }
+
+protected:
+    double maturity_;
+    std::unique_ptr<Payoff> payoff_;
+    std::unique_ptr<PricingEngine> engine_;
+};
+
+
+#endif //QUANTENGINE_INSTRUMENT_HPP