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/MarketData.hpp

@@ -0,0 +1,37 @@
+/**
+ * @file MarketData.hpp
+ * @brief Spot, discount curve, and volatility surface bundle.
+ */
+
+#ifndef QUANTENGINE_MARKETDATA_HPP
+#define QUANTENGINE_MARKETDATA_HPP
+#include "YieldCurve.hpp"
+#include "VolatilitySurface.hpp"
+#include <memory>
+
+/**
+ * @brief Immutable snapshot of inputs needed to simulate or price.
+ */
+class MarketData {
+public:
+    MarketData() = delete;
+
+    MarketData(double spot, std::shared_ptr<const YieldCurve> yield_curve,
+         std::shared_ptr<const VolatilitySurface> volatility_surface)
+        : spot_(spot),
+          yield_curve_(std::move(yield_curve)),
+          volatility_surface_(std::move(volatility_surface)) {
+    }
+
+    double spot() const;
+    const YieldCurve& yield_curve() const;
+    const VolatilitySurface& volatility_surface() const;
+
+private:
+    double spot_;
+    std::shared_ptr<const YieldCurve> yield_curve_;
+    std::shared_ptr<const VolatilitySurface> volatility_surface_;
+};
+
+
+#endif //QUANTENGINE_MARKETDATA_HPP