Create LICENSE.psycopg2

thirdparty/LICENSES/LICENSE.psycopg2

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+psycopg2 and the LGPL
+---------------------
+
+psycopg2 is free software: you can redistribute it and/or modify it
+under the terms of the GNU Lesser General Public License as published
+by the Free Software Foundation, either version 3 of the License, or
+(at your option) any later version.
+
+psycopg2 is distributed in the hope that it will be useful, but WITHOUT
+ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+FITNESS FOR A PARTICULAR PURPOSE.  See the GNU Lesser General Public
+License for more details.
+
+In addition, as a special exception, the copyright holders give
+permission to link this program with the OpenSSL library (or with
+modified versions of OpenSSL that use the same license as OpenSSL),
+and distribute linked combinations including the two.
+
+You must obey the GNU Lesser General Public License in all respects for
+all of the code used other than OpenSSL. If you modify file(s) with this
+exception, you may extend this exception to your version of the file(s),
+but you are not obligated to do so. If you do not wish to do so, delete
+this exception statement from your version. If you delete this exception
+statement from all source files in the program, then also delete it here.
+
+You should have received a copy of the GNU Lesser General Public License
+along with psycopg2 (see the doc/ directory.)
+If not, see <https://www.gnu.org/licenses/>.