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Implement ZeroCurve and associated interpolation schemes and methods (#1)
ZeroCurve()allows you to create zero curve objects from a set of discount factors and specifying the interpolation scheme to be used- Implement a set of lightweight interpolation schemes including
ConstantInterpolation(),LinearInterpolation(),LogDFInterpolation()andCubicInterpolation(). Their behaviour is determined by the object in which they are stored - Implement a set of interpolation checkers
is.[X]Interpolation() - Provide convenience functions that source example market data and allows you to build a zero curve from one such data set (
fmdata_example()andbuild_zero_curve()respectively).