Create option pricing engine structure, test architecture.

src/StochasticProcess.hpp

@@ -0,0 +1,28 @@
+//
+// Created by David Doebel  on 05.03.2026.
+//
+
+#ifndef QUANTENGINE_STOCHASTICPROCESS_HPP
+#define QUANTENGINE_STOCHASTICPROCESS_HPP
+#include "MarketData.hpp"
+#include <memory>
+
+class StochasticProcess {
+public:
+    StochasticProcess() = default;
+    StochasticProcess(std::unique_ptr<MarketData> data) : data_(std::move(data)){}
+
+    virtual ~StochasticProcess() = default;
+    virtual double drift(double t, double s) = 0;
+    virtual double diffusion(double t, double s) = 0;
+    virtual double step(double t, double s, double dt, double dW) = 0;
+    MarketData& data() const {return *data_;}
+
+
+private:
+    std::shared_ptr<MarketData> data_;
+
+};
+
+
+#endif //QUANTENGINE_STOCHASTICPROCESS_HPP