Modify G2 processes so they take into account the interest-rate term structure

[lballabio]

The G2Process and G2ForwardProcess classes only store and use the parameters of the G2 model. They should also use an interest-rate term structure, since the G2 model includes it.

[thisisamardeep]

Hi @lballabio I will prefer to work on this .Can you explain in bit more detail what needs to be done.

[lballabio]

Hello—the idea is that, like in HullWhiteProcess (see https://github.com/lballabio/QuantLib/blob/v1.33/ql/processes/hullwhiteprocess.hpp#L37) the constructor of G2Process should take an interest-rate term structure; and like in HullWhiteProcess::drift (see https://github.com/lballabio/QuantLib/blob/v1.33/ql/processes/hullwhiteprocess.cpp#L38) the term structure should be used to add an additional term to the drifts of the underlying Ornstein-Uhlenbeck processes.

Unfortunately I'm not familiar with the model, so I can't give you more details now on the mathematics of the thing. Maybe someone can step in?