Add CairnsPritchard

[alecloudenback]

Closes #127

To-do:

• Docs/ Docstrings
• Tests
• Review why version without c given tends to result in all c parameters being the same value

[codecov]

Codecov Report

Merging #128 (d7ddeed) into master (87e04ef) will decrease coverage by 11.40%.
The diff coverage is 0.00%.

❗ Current head d7ddeed differs from pull request most recent head b16cb19. Consider uploading reports for the commit b16cb19 to get more accurate results

@@             Coverage Diff             @@
##           master     #128       +/-   ##
===========================================
- Coverage   88.58%   77.17%   -11.41%     
===========================================
  Files           9       10        +1     
  Lines         543      574       +31     
===========================================
- Hits          481      443       -38     
- Misses         62      131       +69     

Impacted Files	Coverage Δ
src/CairnsPritchard.jl	0.00% <0.00%> (ø)
src/NelsonSiegelSvensson.jl	40.00% <0.00%> (-38.67%)	⬇️
src/utils.jl	83.78% <0.00%> (-7.21%)	⬇️
src/Rate.jl	98.94% <0.00%> (-0.02%)	⬇️

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[alecloudenback]

Par is having a hard time because the parameter region is too large and causing pretty wild par mechanics - how to restrict the parameter domain?

[alecloudenback]

Here's a test case:

@testset "CairnsPritchard" begin 
    # used WebPlotDigitizer to sample points from the curve in this PDF
    # http://web.math.ku.dk/~rolf/Cairns.PDF
    target = [4.106762688183153, 4.264064261935675, 4.403887883049028, 4.550725327846389, 4.739607977033906, 4.925342222661497, 5.017616324256814, 5.01874845567391, 5.009529671277556, 4.990299610492881, 4.85329014461631, 4.732249122822781, 4.625801814105818] ./100
    mats = [0.4511004586929275, 0.850176783219295, 1.2049112939094009, 1.6052006163826604, 2.2324553324737497, 3.277385674943506, 5.2141390634757325, 6.605043375908062, 8.136251117530515, 10.225033582072788, 17.61340407657162, 23.191577301663614, 29.55631230653806]

    # reference rates from https://www.bankofengland.co.uk/statistics/yield-curves

    gilt = [4.38,4.83,5.09,5.21,5.26,5.26,5.24,5.20,5.16,5.11,5.07,5.03,4.98,4.95,4.91,4.88,4.86,4.83,4.82,4.80,4.79,4.78,4.77,4.75,4.74,4.73,4.72,4.70,4.69,4.67,4.66,4.64,4.62,4.61,4.59,4.56,4.54,4.52,4.50,4.47,4.45,4.42,4.40,4.37,4.34,4.31,4.28,4.26,4.23,4.20] ./100
    gmats = 0.5:0.5:25

    
end