Create option pricing engine structure, test architecture.

src/MonteCarloEngine.cpp

@@ -0,0 +1,24 @@
+//
+// Created by David Doebel  on 05.03.2026.
+//
+
+#include "MonteCarloEngine.hpp"
+#include <iostream>
+#include "Instrument.hpp"
+#include "Statistics.hpp"
+
+double MonteCarloEngine::calculate(const Instrument &instrument) const {
+    // parameters
+    double T = instrument.maturity();
+    double spot = process_->data().spot();
+    Statistics stats;
+
+    auto rNumbers = rng_->nextGaussianVector(numPaths_);
+    std::vector<double> payoffs(numPaths_);
+    for (std::size_t i = 0; i < numPaths_; ++i) {
+        double terminalPrice = process_->step(0.0,spot,T,rNumbers[i]);
+        double payoff = instrument.payoff()(terminalPrice);
+        stats.dump(payoff);
+    }
+    return stats.mean() * process_->data().yield_curve().discount(T);
+}