Adds new sample pricing a portfolio of LIBOR swaptions with derivatives

[auto-differentiation-dev]

Description

This adds a more elaborate example application which prices a portfolio of LIBOR Swaptions using a Monte-Carlo approach.
It calculates derivatives with adjoint mode using the path-wise approach,
i.e. it calculates them independently for each path and averages them in the end.

Type of change

• New feature (non-breaking change which adds functionality)

[github-actions]

Test Results

    29 files  ± 0      29 suites  ±0   12m 38s ⏱️ +38s
 1 313 tests + 1   1 313 ✅ + 1  0 💤 ±0  0 ❌ ±0 
38 039 runs  +29  38 039 ✅ +29  0 💤 ±0  0 ❌ ±0 

Results for commit ea01680. ± Comparison against base commit 906a9bc.

♻️ This comment has been updated with latest results.

[coveralls]

Pull Request Test Coverage Report for Build 11161513111

Details

• 0 of 0 changed or added relevant lines in 0 files are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage increased (+0.001%) to 98.728%

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Totals
Change from base Build 11067988711:	0.001%
Covered Lines:	2406
Relevant Lines:	2437

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💛 - Coveralls