add G2 swaption models

Author: thrasibule

quantlib/pricingengines/swaption/_fdg2_swaption_engine.pxd

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+from quantlib.types cimport Real Size
+from quantlib.handle cimport shared_ptr
+from quantlib.models.shortrate.twofactormodels._g2 cimport G2
+from quantlib.pricingengines._pricingengine cimport PricingEngine
+from quantlib.mdethods.finitedifferences.solvers._fdmbackwardsolver cimport FdmSchemeDesc
+
+cdef extern from 'ql/pricingengines/swaption/fdg2swaptionengine.hpp' namespace 'QuantLib' nogil:
+
+    cdef cppclass FdG2SwaptionEngine(PricingEngine):
+        FdG2SwaptionEngine(
+            shared_ptr[G2]& model,
+            Size tGrid, # = 100
+            Size xGrid, # = 50,
+            Size yGrid, # = 50,
+            SIze dampingSteps, # = 0
+            Real invEps, # = 1e-5
+            const FdmSchemeDesc& schemeDesc) # =FdmSchemeDesc::Hundsdorfer()
+
+            Size intervals)

quantlib/pricingengines/swaption/_g2_swaption_engine.pxd

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+from quantlib.types cimport Real Size
+from quantlib.handle cimport shared_ptr
+from quantlib.models.shortrate.twofactormodels._g2 cimport G2
+from quantlib.pricingengines._pricingengine cimport PricingEngine
+
+cdef extern from 'ql/pricingengines/swaption/g2swaptionengine.hpp' namespace 'QuantLib' nogil:
+
+    cdef cppclass G2SwaptionEngine(PricingEngine):
+        G2SwaptionEngine(
+            shared_ptr[G2]& model,
+            Real range
+            Size intervals)

quantlib/pricingengines/swaption/fdg2_swaption_engine.pxd

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+from quantlib.pricingengines.engine cimport PricingEngine
+
+cdef class FdG2SwaptionEngine(PricingEngine):
+    pass

quantlib/pricingengines/swaption/fdg2_swaption_engine.pyx

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+cdef class FdG2SwaptionEngine(PricingEngine):
+    pass

quantlib/pricingengines/swaption/g2_swaption_engine.pxd

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+from quantlib.pricingengines.engine cimport PricingEngine
+
+cdef class G2SwaptionEngine(PricingEngine):
+    pass

quantlib/pricingengines/swaption/g2_swaption_engine.pyx

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+cdef class G2SwaptionEngine(PricingEngine):
+    pass