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Use explicit index forward accrual conventions in floating swap legs (#191) - #402
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Addresses the convention ambiguity raised in #191.
The old inline expression
(index_curve.df(start)/index_curve.df(end)-1)/index_alphawas mathematically sound: the curve's time basis and coupon accrual basis are legitimately distinct. This PR avoids implying that the curve's DF time basis should be overwritten with the index day count.SwapFloatLegwithindex_curve.fwd_rate(start,end,accrual_dc_type=self.accrual_dc_type), the project's existing well-defined API.curve_dc_typefor DF interpolation, while the leg usesaccrual_dc_typefor simple forward-rate accrual.Local: 15 tests passed, including swap-leg, IBOR and OIS tests. Behavior is intentionally unchanged for properly specified curves; this is a consistency/documentation improvement, not a claim that different day counts are an arbitrage bug. CI pending.