feat: insert rule md to readme file

Author: yluoc

README.md

@@ -2,6 +2,8 @@
 
 QuantKernel is a C++17 quantitative option pricing kernel with Python bindings. It provides scalar and batch evaluation of European option prices and Greeks across 40+ algorithms spanning closed-form, lattice, finite difference, Monte Carlo, Fourier, quadrature, regression, and machine learning methods.
 
+To make PR to thie project, review this [rule set](./PR_RULES.md). Thanks.
+
 The core is a single shared library (`libquantkernel.so` / `.dylib`) with a flat C ABI. The Python package (`quantkernel`) loads this library via ctypes. There are no external C++ dependencies.
 
 QuantKernel is not a full term-structure framework, not a risk management system, and not a replacement for QuantLib. It is a focused, low-overhead pricing kernel.