Add Mixed Interpolation for Python

[TSchulz85]

Add Mixed Interest Curve Interpolation as in the below example (see slide 41) https://speakerdeck.com/nando1970/advanced-eonia-curve-calibration?slide=41 https://sourceforge.net/p/quantlib/mailman/message/36190444/

[mdelmedico]

Not sure if this is of any help or not, but after playing around with different types of RateHelpers, I found that if you do the discount factor calculation and then pass those to ZeroCouponBond and then to BondHelper, when you pass those helpers to the curve, you will effectively get the mixed interpolation output. It's a workaround, but might get you where you want to be until this issue is completed. Since there is no index for the BondHelper, you can bypass any calendar issues that may present themselves via using an index-based helper, and control forward rates on weekends/holidays etc.

[eltoder]

@TSchulz85 @lballabio I exposed mixed interpolation described there earlier this year: https://github.com/lballabio/QuantLib-SWIG/commit/67506f7b501197f4a9489bd315acbe31ae9f9c6a

[lballabio]

Thanks! That would be #566.