SwapPricing: A function that calculates the main characteristics of the...
In DavideMagno/SwapPricer: Pricing of Financial Interest Rate Swaps

This function calculates the market value, accruals and PV01. At the moment it only prices swaps using a "one curve" methodology which is the old way of pricing this type of contracts

1	SwapPricing(swap.dates, swap, today, floating.history, curves)

`swap.dates`	A list of lists with the main cashflow information for both the legs
`swap`	A list that contains the contract information
`today`	The Date at which the analysis is being carried out
`floating.history`	A df with the historical data downloaded from Quandl
`curves`	A list of curve sets (which are also lists which have to contain a currency and a discount curve as specified in the vignette intro).