Add to RateHelperCurve...should be able to handle a curve consisting of TBills, Notes & Bonds, or a curve consisting of municipal bonds or corporate bonds for a single credit.

Assume all input instruments are not callable

Add tests

Two scenarios:

1. taxable bond
2. tax-exempt bond subject to Accrued Market Discount taxation

• any market discount, i.e. the discount in excess of the OID, is subject taxation as ordinary income at maturity. The accrued portion is taxed if the bond is sold prior to maturity. If the market discount is "de minimus" defined as less than 1/4 point per integer number of years to maturity, the accrued discount is treated as a capital gain.

BondBase class variables:

• bond interest tax-exempt flag

Settings variables:

• capital gains tax rate
• income tax rate
• deminimus points per year

```Error compiling Cython file:

    raise ValueError(
        'Interpolator must be one of {}'.format(VALID_INTERPOLATORS)
    )

# convert rate_helpers list to std::vetor
cdef vector[shared_ptr[RateHelper]]* curve_inputs = new vector[shared_ptr[RateHelper]]()```

pybg\quantlib\termstructures\yields\piecewise_yield_curve.pyx:38:78: Python object type 'RateHelper' cannot be used as a template argument Traceback (most recent call last): File "setup_win.py", line 90, in <module> for extname, extsources in extension_paths_lib File "c:\Anaconda64\lib\site-packages\Cython\Build\Dependencies.py", line 778, in cythonize cythonize_one(*args[1:]) File "c:\Anaconda64\lib\site-packages\Cython\Build\Dependencies.py", line 895, in cythonize_one raise CompileError(None, pyx_file) Cython.Compiler.Errors.CompileError: pybg/quantlib/termstructures/yields/piecewise_yield_curve.pyx make: *** [build_win] Error 1

Bond Base will house basic bond functions (toPrice/toYield), after-tax-yield calculations

Visual Studio 2008 test build

Compiling...
Microsoft (R) 32-bit C/C++ Optimizing Compiler Version 15.00.30729.01 for 80x86
Copyright (C) Microsoft Corporation. All rights reserved.
cl /O2 /Oi /GL /I "c:\QuantLib\QuantLib-1.2" /D "WIN32" /D "NDEBUG" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE"
/D "_CRT_SECURE_NO_DEPRECATE" /D "_UNICODE" /D "UNICODE"
/FD /EHsc /MD /Gy /Yc"stdafx.h" /Fp"Release\TestingQuantLib.pch" /Fo"Release"
/Fd"Release\vc90.pdb" /W3 /c /Zi /TP ".\stdafx.cpp"
stdafx.cpp
Compiling...
Microsoft (R) 32-bit C/C++ Optimizing Compiler Version 15.00.30729.01 for 80x86
Copyright (C) Microsoft Corporation. All rights reserved.
cl /O2 /Oi /GL /I "c:\QuantLib\QuantLib-1.2" /D "WIN32" /D "NDEBUG" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE"
/D "_CRT_SECURE_NO_DEPRECATE" /D "_UNICODE" /D "UNICODE" /FD /EHsc /MD /Gy /Yu"stdafx.h" /Fp"Release\TestingQuantLib.pch"
/Fo"Release" /Fd"Release\vc90.pdb" /W3 /c /Zi /TP ".\TestingQuantLib.cpp"
TestingQuantLib.cpp
Linking...
Microsoft (R) Incremental Linker Version 9.00.30729.01
Copyright (C) Microsoft Corporation. All rights reserved.
"/OUT:C:\Users\Bart\Documents\Visual Studio 2008\Projects\TestingQuantLib\Release\TestingQuantLib.exe"
/INCREMENTAL:NO "/LIBPATH:C:\QuantLib\QuantLib-1.2\lib"
/MANIFEST "/MANIFESTFILE:Release\TestingQuantLib.exe.intermediate.manifest"
"/MANIFESTUAC:level='asInvoker' uiAccess='false'"
/DEBUG "/PDB:C:\Users\Bart\Documents\Visual Studio 2008\Projects\TestingQuantLib\Release\TestingQuantLib.pdb"
/SUBSYSTEM:CONSOLE /OPT:REF /OPT:ICF /LTCG
/DYNAMICBASE /NXCOMPAT /MACHINE:X86 kernel32.lib
user32.lib gdi32.lib winspool.lib comdlg32.lib advapi32.lib shell32.lib ole32.lib oleaut32.lib uuid.lib
odbc32.lib odbccp32.lib

".\Release\stdafx.obj"
".\Release\TestingQuantLib.obj"
Generating code
Finished generating code

Cython Build

building 'pybg.quantlib.quotes' extension
c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\cl.exe /c /nologo /Ox
/MD /W3 /GS- /DNDEBUG -DHAVE_CONFIG_H -D__WIN32__ -DWIN32 -DNDEBUG -D_WINDOWS -D
NOMINMAX -DWINNT -D_WINDLL -D_SCL_SECURE_NO_DEPRECATE -D_CRT_SECURE_NO_DEPRECATE
-D_SCL_SECURE_NO_WARNINGS "-IC:\Program Files (x86)\boost\boost_1_47" -IC:\Quan
tLib\QuantLib-1.2 -I. -IC:\Python27\include -IC:\Python27\PC /Tppybg/quantlib/qu
otes.cpp /Fobuild\temp.win32-2.7\Release\pybg/quantlib/quotes.obj /GR /FD /Zm250
/EHsc
quotes.cpp
c:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\link.exe /DLL /nologo
/INCREMENTAL:NO /LIBPATH:C:\QuantLib\QuantLib-1.2\lib "/LIBPATH:C:\Program Files
(x86)\boost\boost_1_47\lib" /LIBPATH:C:\Python27\libs /LIBPATH:C:\Python27\PCbu
ild /EXPORT:initquotes build\temp.win32-2.7\Release\pybg/quantlib/quotes.obj /OU
T:C:\Users\Bart\Documents\GitHub\pybg\pybg\quantlib\quotes.pyd /IMPLIB:build\tem
p.win32-2.7\Release\pybg/quantlib\quotes.lib /MANIFESTFILE:build\temp.win32-2.7
Release\pybg/quantlib\quotes.pyd.manifest /subsystem:windows /machine:x86
Creating library build\temp.win32-2.7\Release\pybg/quantlib\quotes.lib and ob
ject build\temp.win32-2.7\Release\pybg/quantlib\quotes.exp

Take a set of single credit instruments, callable or noncall, with OAS information, and construct a discount curve.

bg/instruments/callbond.hpp &.cpp

Add support for Yield to Worst calculations.

• given yield, calculate price based on yield to call for the call that gives the worst price
• given price, calculate yield to call for the call the gives the worst yield.
• iterate through call schedule for all declining calls (yield to worst date will be shortest date with the same price)