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Add LinearZeroCurve #52

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sschlenkrich
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This PR adds a LinearZeroCurve yield termstructure.

ZeroCurve termstructures use interpolation objects for rate interpolation. This does not work with Zygote for AD sensitivities. The LinearZeroCurve termstructure aims at mitigating the Zygote limitation by manually implementing the linear implementation.

@sschlenkrich sschlenkrich merged commit 27e6c73 into frame-consulting:main Dec 4, 2023
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@sschlenkrich sschlenkrich deleted the wip/linear-zero-curve branch December 4, 2023 09:53
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