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I'm interested in the math behind it. I'm not sure how to update the drift for G2ForwardProcess.

coverage: 72.492% (-0.005%) from 72.497%
when pulling 7a21fd8 on Hrushi20:feature-branch
into 9ff0542 on lballabio:master.

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I'm not sure it's that useful to add the yieldcurve to the G2 process constructor with the way the class is set up right now. The math is pretty straightforward: $r_t=x_t + y_t + \varphi(t)$, where $\varphi(t)$ is a deterministic offset that doesn't need to be evolved using the stochastic process machinery. Given $x_t$ and $y_t$ we can compute the short rate by calling the shortRate method on the dynamics of a G2 model.
Otherwise should G2Process be a Stochastic1D process with two factors? I'm not sure this is allowed, the Stochastic1D class seems to enforce only one factor.