Monte-carlo-contracts

* Add new `Exchange(currency, contract)` contract
* Modify FX options examples to use `Exchange` for cash settlement
* Add observables and contracts overview to package doc, as well as to [Introduction notebook](examples/Introduction.ipynb)

* **BREAKING CHANGE** Convenvience methods `generate_cashflows`, `generate_simple_cashflows`, `generate_simple_cashflows_in_currency`, `generate_simple_cashflows_in_numeraire_currency` and `evaluate` that used to be defined on `Model` are now standalone functions that accept a model instance as first argument; i.e. instead of `model.evaluate(contract)` you now do `evaluate(model, contract)`
* **BREAKING CHANGE** Pricing model implementations (at the moment `HoLee` and `simulate_equity_black_scholes_model`) now need to be imported from `mcc.pricing_models`; stochastic processes (at the moment `BrownianMotion` and `GeometricBrownianMotion`) need to be imported from `mcc.pricing_models.stochastic_processes`
* Split `mcc.py` into multiple modules forming package `mcc`; imports will continue to work as before except for the exceptions listed above
* Split tests into multiple smaller modules with more specific focus
* Support Python 3.11
* Upgrade (dev) dependencies
* Development Status :: 3 - Alpha
* **BREAKING CHANGE**: Remove CLI stub (there was no real CLI functionality anyway)

* **BREAKING CHANGE**: `Contract` now inherits from `ResolvableContract` instead of the other way round
* **BREAKING CHANGE**: `And` and `Or` contracts now accept more than two contracts to be combined; these have equivalent semantics to nested `And` or `Or` contracts and allow for flat structures to improve readability
* Add `Delay(observableBool, contract)` contract to delay cashflows to a later point in time (main use case is FX payment offset)
* First steps towards model requirements (yet incomplete)
* Fix cashflow generation for nested contracts

* **BREAKING CHANGE**: `ObservableFloat.simulate` and `ObservableBool.simulate` now accept a `DateIndex` `first_observation_idx` as first argument, `Contract` classes will pass `acquisition_idx`; this allows observations to depend on the time of entering a contract, e.g. "maximum spot since acquisition"
* **BREAKING CHANGE**: `FixedAfter` fixes composed observable after (including) `first_observation_idx`, not from the beginning
* Add operator overloading for `Contract` classes, i.e. you can now do `One("USD") - One("EUR") | 1.2 * One("GBP")` instead of `Or(And(One("USD"), Give(One("EUR"))), Scale(1.2, One("GBP")))`
* `Maximum` and `Minimum` observables to observe the larger and smaller value of two observables at the same time on the same path
* `RunningMax` and `RunningMin` observables to observe running extreme values from `first_observation_idx` onwards
* Support Python 3.10
* Make use of type annotations added to numpy

* **BREAKING CHANGE**: Make `SimpleCashflows` a `pandas.DataFrame`
* Run notebooks in automated tests using [nbval](https://github.com/computationalmodelling/nbval)
* Migrate from travis-ci to [GitHub Actions](https://github.com/luphord/monte-carlo-contracts/actions)
* Explicitly support Python 3.8 and 3.9
* Move history to HISTORY.md

* **BREAKING CHANGE**: Add `simulated_rates` to `Model` (included in constructor);
pass an empty dict for `simulated_rates` to adapt your code
* **BREAKING CHANGE**: `BrownianMotion` and `GeometricBrownianMotion` generalized to
dynamic mean/drift; pass `mu_t = lambda t: mu * t` to adapt your code
* `LinearRate` observable supported by `TermStructureModel`
* First steps towards term structure models
* `FixedAfter` observable to keep an observable fixed after a condition is true
* Observables support arithmetic operations (binary `+`, `-`, `*`, `/`, `**` and unary `-`)
with other observables as well as constants (also right operators work)
* [Working with Observables](examples/Observables.ipynb) example notebook