Correct FX digital payout-currency valuation

[kadyrbekovhamit-cyber]

Summary

FXDigitalOption supports a payout/notional in either the domestic or the
foreign currency. A foreign-currency payout has domestic payoff
S_T * 1(condition), so it is an asset-or-nothing payoff and its
Garman--Kohlhagen value uses N(d1). The existing implementation uses
N(d2), which is the probability term for a domestic cash-or-nothing payout.

The related FXDoubleDigitalOption has two corresponding issues:

• a domestic-currency interval payout is discounted with the foreign rate;
• a foreign-currency interval payout uses the d2 probability terms instead
  of the d1 asset terms.

This change uses d1 for foreign-currency single and interval payouts, while
using the already calculated domestic and foreign discount factors for their
respective payoff currencies. Domestic single-digital valuation is unchanged.

Synthetic example

For EURUSD spot 1.20, strike 1.25, one-year expiry, domestic rate 5%, foreign
rate 1%, and volatility 20%, a one-EUR digital call currently returns
0.5449552491 USD. The asset-or-nothing formula gives 0.6397169446 USD.

For an interval from 1.10 to 1.40 under the same inputs:

• domestic payout: current 0.4474588468, expected 0.4298665323;
• foreign payout: current 0.5369506162, expected 0.5338519318.

The test oracle uses Python's math.erf, independently of FinancePy's vector
normal-CDF approximation.

Validation

• focused regression: 6 tests passed;
• complete unit suite: 964 tests passed, with four pre-existing LSMC
  RankWarning messages;
• running the new tests against the previous implementation fails the four
  affected cases and passes the two unchanged domestic single-digital
  controls;
• the two existing FX digital regression scripts still complete.

All inputs are synthetic. This PR makes no claim about a downstream system,
customer position, or financial loss.