Move Delta Calculation out of Core Valuation Code

[cmdty]

Delta is calculated using pathwise differentiation alongside the core Least Squares Monte Carlo valuation calculations in LsmcStorageValuation.cs. These calculations makes an assumption that simulated spot price is calculated as forward prices times some stochastic term. This is fine for the multifactor model in Cmdty.Core, but will not be the case for all models, ~e.g. a shifted lognormal model to account for negative prices~. As such, the delta calculation code should be moved out of the core C# valuation class. Such a pathwise differentiation could be calculated by callers use the simulated data.

This limitation should be considered by anyone calling the Python value_from_sims function.