Create option pricing engine structure, test architecture.

src/MarketData.hpp

@@ -0,0 +1,33 @@
+//
+// Created by David Doebel  on 06.03.2026.
+//
+
+#ifndef QUANTENGINE_MARKETDATA_HPP
+#define QUANTENGINE_MARKETDATA_HPP
+#include "YieldCurve.hpp"
+#include "VolatilitySurface.hpp"
+#include <memory>
+
+class MarketData {
+public:
+    MarketData() = default;
+
+    MarketData(double spot, std::unique_ptr<YieldCurve> yield_curve,
+         std::unique_ptr<VolatilitySurface> volatility_surface)
+        : spot_(spot),
+          yield_curve_(std::move(yield_curve)),
+          volatility_surface_(std::move(volatility_surface)) {
+    }
+
+    double spot() const;
+    YieldCurve& yield_curve();
+    VolatilitySurface& volatility_surface();
+
+private:
+    double spot_;
+    std::unique_ptr<YieldCurve> yield_curve_;
+    std::unique_ptr<VolatilitySurface> volatility_surface_;
+};
+
+
+#endif //QUANTENGINE_MARKETDATA_HPP