Create core structure

src/payoff.hpp

@@ -0,0 +1,21 @@
+//
+// Created by David Doebel  on 03.03.2026.
+//
+
+#ifndef OPTION_PRICING_PAYOFF_HPP
+#define OPTION_PRICING_PAYOFF_HPP
+class Payoff {
+public:
+    virtual double operator()(double ST) const = 0;
+    virtual ~Payoff() = default;
+};
+
+class CallPayoff : public Payoff {
+public:
+    CallPayoff(double K) : K_(K) {}
+
+    double operator()(double ST) const override;
+private:
+    double K_;
+};
+#endif //OPTION_PRICING_PAYOFF_HPP