Add fixed-notional cross-currency floating basis swap pricer (#34)

[AIM-IT4]

Implements a first scoped cross-currency basis-swap pricer for #34.

• Two floating legs with independent notionals, currencies, coupon conventions, discount/index curves and basis spreads.
• Converts foreign-currency PV into domestic at valuation-date spot FX (FOR/DOM quote), supports optional initial and final notional exchanges.
• Provides par_foreign_spread to solve for the foreign-leg basis that sets domestic PV to zero, reusing SwapFloatLeg.
• Supports start-of-life and midlife valuation, first fixing overrides and input validation.

Scope/assumptions: Fixed notionals, spot PV conversion and currency-specific discount/index curves. No resettable notionals, collateral-currency-specific cross-currency discounting, FX forward-basis model or stochastic FX/rates. This is a foundational fixed-notional product, not a complete dealer XCCY framework.

Local: 17 tests passed including cross-currency regression, IBOR and OIS cases. Checks par at inception and par-spread repricing. CI pending.

[domokane]

Hi - I do have a cross currency basis swap in the swaps folder. Can you compare this to that. If this is better with more functionality then I can accept it.