Add FXDiscountCurve for FX-forward-implied discount curves

[researchingadi]

Description

Adds FXDiscountCurve, a first-slice implementation for calibrating an implied foreign-currency discount curve from FX spot, FX forward quotes, and an existing domestic discount curve.

This PR focuses only on short-tenor FX forwards and does not attempt to implement cross-currency basis swap calibration yet.

The curve follows FinancePy’s existing FX quote convention used by FXForward: FX rates are quoted as domestic currency per unit of foreign currency. Given spot S, forward F(T), and domestic discount factor DF_dom(T), the implied foreign discount factor is calculated as:

DF_for(T) = F(T) / S * DF_dom(T)

The resulting curve can reproduce the supplied FX forward quotes through:

F(T) = S * DF_for(T) / DF_dom(T)

Related issue

Part of #102

Validation

• Added FXDiscountCurve
• Added a regression test in regression_tests/TestFinFXDiscountCurve.py
• Added a golden regression output file
• Verified that the implied foreign discount curve reproduces the supplied FX forward quotes

[domokane]

OK. Had a quick look and it seems good. Merged. Thanks D