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/YieldCurve.hpp

@@ -0,0 +1,40 @@
+/**
+ * @file YieldCurve.hpp
+ * @brief Abstract yield curve: discount factors and zero rates.
+ */
+
+#ifndef QUANTENGINE_YIELDCURVE_HPP
+#define QUANTENGINE_YIELDCURVE_HPP
+
+/**
+ * @brief Risk-free rate term structure for discounting and risk-neutral drift.
+ */
+class YieldCurve {
+public:
+    YieldCurve() = default;
+
+    YieldCurve(const YieldCurve &other) {
+    }
+
+    YieldCurve(YieldCurve &&other) noexcept {
+    }
+
+    YieldCurve & operator=(const YieldCurve &other) {
+        if (this == &other)
+            return *this;
+        return *this;
+    }
+
+    YieldCurve & operator=(YieldCurve &&other) noexcept {
+        if (this == &other)
+            return *this;
+        return *this;
+    }
+    virtual ~YieldCurve() = default;
+    virtual double discount(double t) const = 0;
+    virtual double zeroRate(double t) const = 0;
+
+};
+
+
+#endif //QUANTENGINE_YIELDCURVE_HPP