AccrualCalculation: A function that calculates the accrual amounts for each leg
In DavideMagno/SwapPricer: Pricing of Financial Interest Rate Swaps

This function calculates the accrual for each leg by also downloading the floating leg paramater using the Quandl package and datafeed. Currently the function considers only EUR contracts on 6 months floating leg

1	AccrualCalculation(swap.dates, leg.type, swap, direction, floating.history)

`swap.dates`	A list of lists with the main cashflow information for both the legs
`leg.type`	A char that describes whether the leg is payer or receiver
`swap`	A list with the swap's charachteristics
`direction`	A parameter that gets a value of 1 for receiver swaps and -1 for payer swaps
`floating.history`	A table downloaded automatically from Quandl with the historical floating rates