To test/extend API:

Q: Are the curves composable (is + defined), like in the quickstart in README
A: Yes, e.g.:

julia> discount(sw_swq,1)
1.0208956877292932

julia> discount(sw_swq+ Yields.Constant(0.05),1)
0.9713151170101941

Q: How are the yields in the quote instruments defined? Unsure if they are coninuous/periodic compounded.

• Either way, need to document default assumption
• Allow for alternate construction, e.g. with Periodic(0.03,2) (ie bond equivalent yields)