pub(crate) fn in_period_variance<R: Scalar>(tau: f64, a: R) -> R
∫₀^τ B(θ)² dθ, B(θ) = (1 − e^{−aθ})/a: the variance per unit σ² an in-arrears period accrues while it fixes.
∫₀^τ B(θ)² dθ
B(θ) = (1 − e^{−aθ})/a
σ²