Add NOKNibor index, Actual365NoLeap, LinearThenFlat interpolation, Cubic factory variants, and GenericRateHelpe#11
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RobertoSoft merged 4 commits intoMay 5, 2026
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RobertoSoft
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Have a doubt re 365nl (non leap). Maybe removed later on?
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Adds five new components. A NOKNibor IBOR index for the Norwegian Krone is introduced alongside a new Actual365NoLeap day counter (Act/365 NL) that excludes leap days. A LinearThenFlat interpolation scheme is added that interpolates linearly between knots then holds flat beyond the last point, along with a set of named Cubic__* factory classes that pre-configure the existing Cubic interpolation with common parameter combinations. A GenericRateHelper is added to ratehelpers to allow bootstrapping a yield curve from a zero rate at an arbitrary settlement/reference date.