feat(itofin-py): expose Currency and weekends-only calendar - #869
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This change adds Python bindings for currency and calendar functionality needed by the ISDA CDS conventions. **Currency bindings:** * Added a new `currency.rs` module exposing `PyCurrency`, an ISO 4217 currency specification. Only the EUR, USD and GBP currencies the core provides are exposed via static constructors, with `code()` and `__repr__()` accessors. * Registered `PyCurrency` in the `indexes` module and documented the new `Currency` class in `indexes.pyi`. **Weekends-only calendar:** * Added a `weekends_only()` static constructor to `PyCalendar`, exposing the calendar the ISDA CDS conventions roll on, where only Saturdays and Sundays are holidays. * Documented the new calendar in `time.pyi`.
This change introduces a general `IborIndex` facade that spells out every convention the core constructor takes, so an index outside the named families (such as the USD-3M `IsdaIbor` the ISDA CDS curve bootstraps off) is expressible without a dedicated facade. **New general index facade:** * Added `PyIborIndex` with a full constructor (family name, tenor, settlement days, currency, calendar, convention, end-of-month, day counter, optional forwarding curve, settings) and a `fixing` method. * Made `PyEuribor` a subclass of `PyIborIndex`, with a shared `init_euribor` initializer feeding one core index into both halves so the base and subclass read the same object. * Registered `IborIndex` in the `indexes` module. **Rate helper widening:** * `DepositRateHelper` and `SwapRateHelper` now take `IborIndex`, so they accept either the general index or a `Euribor`. * Removed the now-unneeded `dead_code` allowance on `PyCurrency::inner`.
Add a new test module `test_ibor_index.py` covering the IBOR index functionality in the Python bindings. close #815
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close #815