Create option pricing engine structure, test architecture.

tests/stubs/FakeMarketData.hpp

@@ -0,0 +1,38 @@
+//
+// Created by David Doebel  on 07.03.2026.
+//
+#ifndef QUANTENGINE_FAKEMARKETDATA_HPP
+#define QUANTENGINE_FAKEMARKETDATA_HPP
+#include "MarketData.hpp"
+#include "FlatYieldCurve.hpp"
+#include "FlatVolatilitySurface.hpp"
+
+class FakeMarketData : public MarketData {
+public:
+    FakeMarketData() = default;
+
+    FakeMarketData(const FakeMarketData &other)
+         {
+    }
+
+    FakeMarketData(FakeMarketData &&other) noexcept
+        {
+    }
+
+    FakeMarketData & operator=(const FakeMarketData &other) {
+        return *this;
+    }
+
+    FakeMarketData & operator=(FakeMarketData &&other) noexcept {
+        return *this;
+    }
+
+    double spot() const {return 100.0;}
+    YieldCurve& yield_curve(){return *yieldCurve_; };
+    VolatilitySurface& volatility_surface(){return *volatilitySurface_; };
+
+private:
+    std::unique_ptr<FlatYieldCurve> yieldCurve_ = std::make_unique<FlatYieldCurve>();
+    std::unique_ptr<FlatVolatilitySurface> volatilitySurface_ = std::make_unique<FlatVolatilitySurface>();
+};
+#endif