Create option pricing engine structure, test architecture.

src/Payoff.hpp

@@ -0,0 +1,51 @@
+//
+// Created by David Doebel  on 05.03.2026.
+//
+
+#ifndef QUANTENGINE_PAYOFF_HPP
+#define QUANTENGINE_PAYOFF_HPP
+
+
+class Payoff {
+public:
+
+
+    Payoff() = default;
+    virtual ~Payoff() = default;
+    virtual double operator()(double S) = 0;
+    virtual double strike() = 0;
+};
+
+class CallPayoff : public Payoff {
+public:
+    CallPayoff() = default;
+    CallPayoff(double strike) : strike_(strike) {}
+    double operator()(double S) override;
+    double strike() override {return strike_;}
+
+private:
+    double strike_;
+};
+
+class PutPayoff : public Payoff {
+public:
+    PutPayoff() = default;
+    PutPayoff(double strike) : strike_(strike) {}
+    double operator()(double S) override;
+    double strike() override {return strike_;}
+private:
+    double strike_;
+};
+
+class DigitalPayoff : public Payoff {
+    public:
+    DigitalPayoff() = default;
+    DigitalPayoff(double strike) : strike_(strike) {}
+    double operator()(double S) override;
+    double strike() override {return strike_;}
+private:
+    double strike_;
+};
+
+
+#endif //QUANTENGINE_PAYOFF_HPP