exposes the InterestRate class in pyql
added correct __dealloc_ method in HestonProcess
exposed the zeroRate method of the YieldTermStructure
properly expose the Thirty360 day counter + fix + test
improving the issues related to the DayCounters and how to build them from
names.

Still one test failing
basic developer documentation
fixed test for create day counter by name
ENH: interest rate repr added, Yield TS zeroRate has default frequency

- option valuation example now runs completely
- added method to convert Frequencies to readable strings
- default frequency is Annual for the YieldTermStructure.zero_rate method
Option type moved into the payoff.px

- allow Payoff to get str or option type as input
- refactored code and tests to support the change
updating the option valuation example
updated api.py for quantlib.instruments
Merge branch 'master' into feature_interest_rate

Conflicts:
	quantlib/test/test_heston_model.py
	quantlib/time/api.py
updated api module
new api modules
new api module
added a blsprice method for option pricing (needs doc!)
fixed import
exposed the EuropeanOption class
removed useless reference to the process in the VanillaEngines
removed commented code