Additions:
- Add a :class:`STIRFuture` class
- Merge all :class:`XCS` classes into one, adding new arguments,
``fixed``, ``leg2_fixed`` and ``leg2_mtm`` to differentiate between types.
- Separate :class:`MultiCsaCurve`
from :class:`CompositeCurve` for increased transparency on its action.
- Add the ability to supply curves in a dict for forecasting *FloatPeriods* to be
able handle interpolated stub periods under an *"ibor"* ``fixing_method``.
- Added the methods :meth:`Solver.jacobian` and
:meth:`Solver.market_movements` for coordinating multiple *Solvers*.
Bug fixes:
- Instrument ``spec`` with ``method_param`` set to 2 day lag for certain IBOR instruments.
- The :meth:`Portfolio.npv` method on a *Portfolio* no longer allows
mixed currency outputs to be aggregated into a single float value.
- Now emit a warning if a discount factor or rate is requested on a curve with a spline
outside of the rightmost boundary of the spline interval.