Restructure C++ core into cpp module and package bindings.

Move the pricing engine sources out of src/ into cpp/, add the closed-form engine and pybind wiring, and align tests/build targets with the new project layout.

Made-with: Cursor

cpp/BlackScholesClosedFormEngine.hpp

@@ -0,0 +1,22 @@
+/**
+ * @file BlackScholesClosedFormEngine.hpp
+ * @brief Risk-neutral Black–Scholes formula for European payoffs under GBM (flat or surface inputs via @ref MarketData).
+ */
+
+#ifndef QUANTENGINE_BLACKSCHOLESCLOSEDFORMENGINE_HPP
+#define QUANTENGINE_BLACKSCHOLESCLOSEDFORMENGINE_HPP
+
+#include "PricingEngine.hpp"
+
+/**
+ * @brief Analytic European vanilla / digital prices using @f$r@f$ and @f$\sigma(K,T)@f$ from the embedded process’s @ref MarketData.
+ */
+class BlackScholesClosedFormEngine : public PricingEngine {
+public:
+    explicit BlackScholesClosedFormEngine(std::unique_ptr<StochasticProcess> process)
+        : PricingEngine(std::move(process)) {}
+
+    double calculate(const Instrument &instrument) const override;
+};
+
+#endif // QUANTENGINE_BLACKSCHOLESCLOSEDFORMENGINE_HPP