Implement varswap instrument

[MarcusRainbow]

This should price using the standard decomposition into a portfolio of puts and calls. It can therefore be done as a self-pricing instrument. Issues such as corrections for discrete dividends and interest-rate equity correlation can be left for later. We need a gaussian quadrature for pricing the portfolio -- probably Gauss Legendre. If there is none available in Rust, we should port the implementation in Numerical Recipes.

If the pricer is to be used for actual pricing of varswaps in a bank or hedge fund, the issue of varswap basis must be addressed. A reasonable way of doing this is to treat it as a flat bump to the volatility.