Add Rough Bergomi stochastic volatility process

[dakshbtc]

Add a Rough Bergomi (rBergomi) stochastic volatility process to QuantLib. The implementation should support the model's non-Markovian Volterra dynamics, with appropriate unit tests.

[boring-cyborg]

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

[dakshbtc]

@lballabio I’d be happy to work on this if you think it’s reasonable and within the scope of QuantLib.

[lballabio]

Sure. Once you have the process, one can probably use the existing path generator, no need for a custom one.

If we want the possibility to calibrate the parameters to market data (we probably want that 😄) we'd also need a model class and at least a pricing engine for European options. If you want to try that, you can have a look at how the rough Heston model was implemented; it uses integration instead of Monte Carlo, but the class structure would be similar.

To start with, I'm ok with just the process, though.

[dakshbtc]

Thanks @lballabio, I’ll start with the rBergomi process for QuantLib and reuse the existing path generator. I’ve updated the title and description of this issue to match that scope.