Create option pricing engine structure, test architecture.

src/MonteCarloEngine.hpp

@@ -0,0 +1,23 @@
+//
+// Created by David Doebel  on 05.03.2026.
+//
+
+#ifndef QUANTENGINE_MONTECARLOENGINE_HPP
+#define QUANTENGINE_MONTECARLOENGINE_HPP
+#include "PricingEngine.hpp"
+#include "RandomGenerator.hpp"
+
+
+class MonteCarloEngine : public PricingEngine{
+public:
+    MonteCarloEngine() = default;
+    MonteCarloEngine(int numPaths, std::unique_ptr<StochasticProcess> process, std::shared_ptr<RandomGenerator> rng):
+    numPaths_(numPaths), PricingEngine(std::move(process)), rng_(std::move(rng)) {}
+    double calculate(const Instrument& instrument) const override;
+private:
+    int numPaths_;
+    std::shared_ptr<RandomGenerator> rng_;
+};
+
+
+#endif //QUANTENGINE_MONTECARLOENGINE_HPP