Analyze cases where the fee calculations could lock up the pool

[jalextowle]

This is a highly theoretical issue, but if the spot price is low enough and the fee parameters are high enough, it could be possible to lock up the pool by preventing traders from opening or closing longs or shorts at the beginning of the term. It would be nice (and relatively easy) to formally analyze this to find a set of inequalities that describes when these situations could occur. Then we could use these inequalities to identify cases that seem reasonable or problematic. We could use this to develop better bounds on things like our time stretch parameter and curve fee parameter.