Create option pricing engine structure, test architecture.

src/Option.hpp

@@ -0,0 +1,33 @@
+//
+// Created by David Doebel  on 05.03.2026.
+//
+
+#ifndef QUANTENGINE_OPTION_HPP
+#define QUANTENGINE_OPTION_HPP
+#include "Instrument.hpp"
+#include "Exercise.hpp"
+
+class Option : public Instrument{
+public:
+    Option() = default;
+    virtual ~Option() = default;
+    Option(double maturity, std::unique_ptr<Exercise> exercise,
+        std::unique_ptr<Payoff> payoff, std::unique_ptr<PricingEngine> engine);
+    [[nodiscard]] Exercise& exercise() const {
+        return *exercise_;
+    }
+
+protected:
+    std::unique_ptr<Exercise> exercise_;
+};
+
+class VanillaOption : public Option {
+public:
+    using Option::Option;
+};
+
+
+
+
+
+#endif //QUANTENGINE_OPTION_HPP