Create option pricing engine structure, test architecture.

.gitea/workflows/ci.yml

@@ -0,0 +1,35 @@
+name: C++ CI
+
+on:
+  push:
+  pull_request:
+
+jobs:
+  build:
+
+    runs-on: ubuntu-latest
+
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v3
+
+      - name: Install dependencies
+        run: |
+          sudo apt-get update
+          sudo apt-get install -y cmake g++ libeigen3-dev
+
+      - name: Configure
+        run: |
+          mkdir build
+          cd build
+          cmake ..
+
+      - name: Build
+        run: |
+          cd build
+          make -j
+
+      - name: Run tests
+        run: |
+          cd build
+          ctest --output-on-failure