Small fixes.

* zmq_init -> zmq_ctx_new
* zmq_term -> zmq_ctx_destroy
* ZMQ_FAIL_UNROUTABLE -> ZMQ_ROUTER_MANDATORY
* zmq_recvmsg is deprecated in favour of zmq_msg_recv
* zmq_sendmsg is deprecated in favour of zmq_msg_send
* Added constants from zmq.h.
  * Turned var into const where possible.
  * Added missing constants from zmq.h.