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/Exercise.hpp

@@ -0,0 +1,61 @@
+/**
+ * @file Exercise.hpp
+ * @brief Exercise style (European, American, Bermudan) and exercise times.
+ */
+
+#ifndef QUANTENGINE_EXERCISE_HPP
+#define QUANTENGINE_EXERCISE_HPP
+#include <vector>
+
+/**
+ * @brief Describes when the holder may exercise (metadata for pricing engines).
+ */
+class Exercise {
+public:
+    Exercise() = default;
+    virtual ~Exercise() = default;
+    enum class Type {
+        European,
+        American,
+        Bermudan
+    };
+
+    virtual Type type() const = 0;
+protected:
+    std::vector<double> exercise_times_;
+
+};
+
+/** @brief Single exercise at maturity. */
+class EuropeanExercise : public Exercise {
+public:
+    EuropeanExercise() : type_(Type::European) {};
+    EuropeanExercise(double maturity) : type_(Type::European){
+        exercise_times_.push_back(maturity);
+    }
+    ~EuropeanExercise() override = default;
+    [[nodiscard]] Type type() const override {
+        return type_;
+    }
+private:
+    Type type_;
+};
+
+/** @brief Continuous American exercise from @f$t=0@f$ to maturity (placeholder grid). */
+class AmericanExercise : public Exercise{
+public:
+    AmericanExercise() : type_(Type::American) {};
+    AmericanExercise(double maturity) : type_(Type::American) {
+        exercise_times_.push_back(0);
+        exercise_times_.push_back(maturity);
+    }
+    [[nodiscard]] Type type() const override {
+        return type_;
+    }
+
+private:
+    Type type_;
+};
+
+
+#endif //QUANTENGINE_EXERCISE_HPP