Adding generalized hyperbolic distribution to distribution module on ql/math/distributions

[kennychavz]

This pull request introduces the implementation of the generalized hyperbolic distribution to the QuantLib library under the ql/math/distributions module. The generalized hyperbolic distribution is a flexible family of continuous probability distributions that can model data with skewness and heavy tails. This implementation includes:

Definition of the GeneralizedHyperbolicDistribution class. Methods for calculating the probability density function (PDF). Integration of Boost's Bessel function for the computation. This feature will enhance QuantLib's capability to model complex statistical distributions, providing better tools for quantitative finance applications.

I am submitting this pull request to contribute to the QuantLib project, an open-source library for quantitative finance. The goal is to extend the library's functionality by adding a widely-used distribution in financial modeling and risk management.

Please review the changes and let me know if there are any adjustments or improvements needed.

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[lballabio]

Hi, thanks—would this be used in any pricing model? Statistical analysis is not exactly in scope of the library...

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