extended yield curves by cheapesttodeliver

[Borgomi42]

Added a new curve which can be used in case of several eligible currencies for collateralization. Documentation is still in progress.

[pcaspers]

Some points for discussion:

• the new curve should be built as a QuantExt term structure taking the source curves and fx data (see below)
• no need for an artificial grid (pillars)
• cheapest forward to be determined in QuantExt term structure, not in the curve builder
• let's base the curve on instantaneous forwards
• conversion fwd -> discount factor can be done via numerical integration
• we will need in discountImpl() a cache for performance improvement
• probably need to incorporate fx data (spot rate and xccy consistent discount curves) in the choice of cheapest forward