Refactored code and increased flexibility.
Refactoring:
	-Scenario parameters are now defined in one (or more) short
	runfiles, which call the model module. We can create new
	runfiles for each analysis we wish to do.

	-The simulation is now a method of the Scenario class.

	-The Scenario class's __init__ function checks that critical
	parameters have been set.

        -All Scenario parameters are now user-definable, including
	num_of_years and index.

	-The historical data table needed to be truncated so that
	we have the same number of data rows for each index.
	This truncated table now only goes back to 1982 (30 years).
	However this hasn't altered the results of the test simulations
	that I have run - so I guess 30 years is sufficient for
	capturing market stochasticity.

Future:
	-I plan to re-introduce a likelihood function which
	will calculate the probability that Scenario 1 > Scenario 2.

	-From this point, it should be easy to mod this code to support
	blended investment strategies.

 	-It might also be easy to turn the Scenario class into an
         iterable, if we wished to do year-by-year analyses.