Added Interest-rate term structure in g2process constructor

[Hrushi20]

I've added Interest rate term structure to G2Process and G2Forwardprocess. The term structure is used to add an additional term to the drifts of the underlying Ornstein-Uhlenbeck processes.

This PR aims to address Issue #1904

[boring-cyborg]

Thanks for opening this pull request! It might take a while before we look at it, so don't worry if there seems to be no feedback. We'll get to it.

[CLAassistant]

All committers have signed the CLA.

[Hrushi20]

I'm interested in the math behind it. I'm not sure how to update the drift for G2ForwardProcess.

[coveralls]

coverage: 72.492% (-0.005%) from 72.497%
when pulling 7a21fd8 on Hrushi20:feature-branch
into 9ff0542 on lballabio:master.

[github-actions]

This PR was automatically marked as stale because it has been open 60 days with no activity. Remove stale label or comment, or this will be closed in two weeks.

[thrasibule]

I'm not sure it's that useful to add the yieldcurve to the G2 process constructor with the way the class is set up right now. The math is pretty straightforward: $r_t=x_t + y_t + \varphi(t)$, where $\varphi(t)$ is a deterministic offset that doesn't need to be evolved using the stochastic process machinery. Given $x_t$ and $y_t$ we can compute the short rate by calling the shortRate method on the dynamics of a G2 model.
Otherwise should G2Process be a Stochastic1D process with two factors? I'm not sure this is allowed, the Stochastic1D class seems to enforce only one factor.