Rateslib v0.6.0 (19th Oct 2023)

Additions:

• Add a :class:STIRFuture class
• Merge all :class:XCS classes into one, adding new arguments,
  fixed, leg2_fixed and leg2_mtm to differentiate between types.
• Separate :class:MultiCsaCurve
  from :class:CompositeCurve for increased transparency on its action.
• Add the ability to supply curves in a dict for forecasting FloatPeriods to be
  able handle interpolated stub periods under an "ibor" fixing_method.
• Added the methods :meth:Solver.jacobian and
  :meth:Solver.market_movements for coordinating multiple Solvers.

Bug fixes:

• Instrument spec with method_param set to 2 day lag for certain IBOR instruments.
• The :meth:Portfolio.npv method on a Portfolio no longer allows
  mixed currency outputs to be aggregated into a single float value.
• Now emit a warning if a discount factor or rate is requested on a curve with a spline
  outside of the rightmost boundary of the spline interval.