Function discount_with_borrow

Within a forward, all discounting and growth is done using exp(-rt + qt), i.e. using both the discount curve and the borrow curve. This is because the forward model is funded by repoing out the stock, which costs rate minus borrow. Any change to funding, such as payment of a dividend, must similarly be discounted with the same curves. The base_qt_minus_rt is zero unless the base dates of the rate

(rate: &RateCurve, borrow: &RateCurve,
    base_qt_minus_rt: f64, date: Date)