Adapt Yield Curve and Volatility Surface and Market Data, to be better compatible with unit test.

src/BlackScholesProcess.hpp

@@ -9,8 +9,7 @@
 
 class BlackScholesProcess : public StochasticProcess{
 public:
-    BlackScholesProcess() = default;
-    BlackScholesProcess(std::unique_ptr<MarketData> data) : StochasticProcess(std::move(data)){}
+    explicit BlackScholesProcess(MarketData data) : StochasticProcess(std::move(data)){}
 
     double drift(double t, double s) override;
 
@@ -21,4 +20,4 @@ public:
 };
 
 
-#endif //QUANTENGINE_BLACKSCHOLESPROCESS_HPP
+#endif //QUANTENGINE_BLACKSCHOLESPROCESS_HPP