Expose the InterestRate class

To be able to call the zeroRate method of the FlatForward, I needed to expose the InterestRate function. It lead to some refactoring of the Payoff, cleanup of the FlatForward constructor, some new methods to create DayCounter from string and other minor various cleanups 

(should not be part of this PR but there is also an implementation of the blsprice function in quantlib.mlab.option_pricing)