Create option pricing engine structure, test architecture.

tests/stubs/FakeMarketData.cpp

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+// Minimal TU to satisfy CMake for test stubs
+#include "FakeMarketData.hpp"

tests/stubs/FakeMarketData.hpp

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+//
+// 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

tests/stubs/FlatVolatilitySurface.cpp

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+// Minimal TU to satisfy CMake for test stubs
+#include "FlatVolatilitySurface.hpp"

tests/stubs/FlatVolatilitySurface.hpp

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+//
+// Created by David Doebel  on 07.03.2026.
+//
+#ifndef QUANTENGINE_FLATVOLATILITYSURFACE_HPP
+#define QUANTENGINE_FLATVOLATILITYSURFACE_HPP
+#include "VolatilitySurface.hpp"
+
+class FlatVolatilitySurface : public VolatilitySurface {
+    double sigma(double K, double T) {return 0.2;}
+};
+#endif

tests/stubs/FlatYieldCurve.cpp

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+// Minimal TU to satisfy CMake for test stubs
+#include "FlatYieldCurve.hpp"

tests/stubs/FlatYieldCurve.hpp

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+//
+// Created by David Doebel  on 07.03.2026.
+//
+#ifndef QUANTENGINE_FLATYIELDCURVE_HPP
+#define QUANTENGINE_FLATYIELDCURVE_HPP
+#include "YieldCurve.hpp"
+#include <cmath>
+
+class FlatYieldCurve : public YieldCurve{
+
+    double discount(double t) override {return std::exp(-rate_ * t); };
+    double zeroRate(double t) override {return rate_; }
+private:
+    double rate_ = 0.01;
+};
+#endif