If you want someone you can love and cherish and spend time with, you should focus on those you have! There are plenty of people to love. I'm sure you have a strong, caring family. You are engaged! Enjoy your fiancee, be with him, and cherish time with him.
Having a baby is really hard work. I would personally say that fifteen is even too young to have sex, but as long as you are in love and RESPONSIBLE, it is okay. I would think twice about having a baby right now. Make a list of the pros and cons. It isn't all just giggles and love. There are some really tough times, all nighters, tantrums, scares, and times where you just don't know if it is worth it. Of course, it is ALWAYS worth it to be a mother and completely rewarding, but it is NOT easy.
You are fifteen. Who will take care of the baby? Who will provide for it? At fifteen, you are lucky if you can even find a job, and if you do it's probably at minimum wage. It is not fair to put the financial burden on your parents! Who will take care of the baby while you are at school? Will you drop out? If you do, how will you get a degree to make money to pay for the child? What happens if you and your fiancee break up? You are still so young!
You won't be able to go out and go on trips and see the world. Time with friends will be extremely limited, and you can't go to half the places you wanted to go to before because you have a little one to worry about. There will be doctor bills, food, clothing, etc.
I would think twice.