Quanto, Composite and Basket instruments

[MarcusRainbow]

Pretty much any instrument can be quantoed, and an instrument with a quanto underlier can be valued just using a convexity correction on the quanto, caused by the change of measure. Thus, a quanto can have a Priceable implementation. This is a decorator pattern.

A composite (fx rate times underlier) can be implemented as a Priceable in a trivial way (fx times underlier). Another decorator pattern.

A basket can be implemented as a Priceable as a weighted sum of its components. This is a composite pattern. (See the gang of four book for these patterns.)

I think these would make reasonably small self-contained projects for someone new to the library.