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/Payoff.hpp

@@ -0,0 +1,66 @@
+/**
+ * @file Payoff.hpp
+ * @brief Payoff interface and standard European payoffs (call, put, digital).
+ */
+
+#ifndef QUANTENGINE_PAYOFF_HPP
+#define QUANTENGINE_PAYOFF_HPP
+
+/**
+ * @brief Standard payoff shapes for routing (e.g. analytic vs Monte Carlo).
+ */
+enum class PayoffKind { Call, Put, Digital };
+
+/**
+ * @brief Terminal payoff as a function of spot @f$S_T@f$.
+ */
+class Payoff {
+public:
+
+
+    Payoff() = default;
+    virtual ~Payoff() = default;
+    virtual double operator()(double S) = 0;
+    virtual double strike() = 0;
+    [[nodiscard]] virtual PayoffKind kind() const = 0;
+};
+
+/** @brief Standard European call @f$\max(S-K,0)@f$. */
+class CallPayoff : public Payoff {
+public:
+    CallPayoff() = default;
+    CallPayoff(double strike) : strike_(strike) {}
+    double operator()(double S) override;
+    double strike() override {return strike_;}
+    [[nodiscard]] PayoffKind kind() const override { return PayoffKind::Call; }
+
+private:
+    double strike_;
+};
+
+/** @brief Standard European put @f$\max(K-S,0)@f$. */
+class PutPayoff : public Payoff {
+public:
+    PutPayoff() = default;
+    PutPayoff(double strike) : strike_(strike) {}
+    double operator()(double S) override;
+    double strike() override {return strike_;}
+    [[nodiscard]] PayoffKind kind() const override { return PayoffKind::Put; }
+private:
+    double strike_;
+};
+
+/** @brief Digital (cash-or-nothing style) payoff @f$1_{S>K}@f$. */
+class DigitalPayoff : public Payoff {
+    public:
+    DigitalPayoff() = default;
+    DigitalPayoff(double strike) : strike_(strike) {}
+    double operator()(double S) override;
+    double strike() override {return strike_;}
+    [[nodiscard]] PayoffKind kind() const override { return PayoffKind::Digital; }
+private:
+    double strike_;
+};
+
+
+#endif //QUANTENGINE_PAYOFF_HPP