Adds support for custom option pricing models

[JosueNina]

Description

Adds support for custom option pricing models by implementing a python wrapper and the method SetPriceModel(), allowing users to define their own pricing models beyond the existing QuantLib implementations.

Related Issue

Closes #9100

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

It was tested using regression algorithms

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

[AlexCatarino]

The OptionPriceModelResult ctor doesn't have an overload that includes the implied volatility for Python, because we can't use

public OptionPriceModelResult(decimal theoreticalPrice, Func<decimal> impliedVolatility, Func<Greeks> greeks)