Partial-Time Barrier Put Option implementation

[paolodelia99]

Added support for Partial-Time Put Barrier option as requested in issue #1986.

• In a nutshell, a synthetic Partial-Time Barrier Call option is created and we use the put-call symmetric for barrier options (Haug pg 168) to calculate the price of the requested put option using the following symmetry (for the up-and-out, the other symmetries are the same):

$$P_{uo}(S, X, H, r, b, \sigma) ) = \frac{X}{S}C_{do}(S, \frac{S^2}{X}, \frac{S^2}{H}, r - b, -b, \sigma)$$

• Added test for checking the symmetric of standard barrier option, used to benchmark whether my implementation was correct or not, since there was an analytical formula for calculating the price of a Barrier Put Option

I am not sure how lines 79-80 of the analyticpartialtimebarrieroptionengine.cpp could have written better since I couldn't figure out how to get the initial value of risk-free rate and dividend.

[boring-cyborg]

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

[CLAassistant]

All committers have signed the CLA.