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/BlackScholesProcess.hpp

@@ -0,0 +1,26 @@
+/**
+ * @file BlackScholesProcess.hpp
+ * @brief Geometric Brownian motion with yield and volatility surfaces.
+ */
+
+#ifndef QUANTENGINE_BLACKSCHOLESPROCESS_HPP
+#define QUANTENGINE_BLACKSCHOLESPROCESS_HPP
+#include "StochasticProcess.hpp"
+
+/**
+ * @brief GBM: drift @f$r_t S@f$, diffusion @f$\sigma(S,t) S@f$, exact log-step.
+ */
+class BlackScholesProcess : public StochasticProcess{
+public:
+    explicit BlackScholesProcess(MarketData data) : StochasticProcess(std::move(data)){}
+
+    double drift(double t, double s) override;
+
+    double diffusion(double t, double s) override;
+
+    double step(double t, double s, double dt, double dW) override;
+
+};
+
+
+#endif //QUANTENGINE_BLACKSCHOLESPROCESS_HPP