feat: Implement fairSpread() for FloatFloatSwap

[shubhamessier]

feat: Implement fairSpread() method for FloatFloatSwap class

Add missing fairSpread() functionality to FloatFloatSwap to achieve API parity
with other swap instruments (VanillaSwap, AssetSwap, etc.). This enables
fair value calculation for basis swaps, which is essential for spread trading,
risk management, and arbitrage strategies.

Implementation Details:

• Follows established QuantLib patterns from FixedVsFloatingSwap/AssetSwap
• Uses standard market formula: fairSpread = currentSpread - NPV/(legBPS/basisPoint)
• Implements proper caching mechanism with lazy evaluation
• Includes complete lifecycle management (setupExpired, fetchResults, reset)
• Supports both engine-calculated and fallback calculation methods

Code Changes:

• Add fairSpread() const method declaration and implementation
• Add fairSpread_ mutable member variable for result caching
• Add fairSpread field to FloatFloatSwap::results class
• Update fetchResults() with calculation logic using leg2 BPS sensitivity
• Update setupExpired() and results::reset() for proper initialization
• Add QL_REQUIRE validation for result availability

This enables users to calculate fair spreads for float-float swaps, which is
essential for basis trading, cross-currency swaps, and risk management
applications.

[boring-cyborg]

Thanks for opening this pull request! It might take a while before we look at it, so don't worry if there seems to be no feedback. We'll get to it.

[CLAassistant]

All committers have signed the CLA.

[lballabio]

Thanks! I'm not sure of the interface: this is a float-vs-float swap, so the spread might be on either leg. It could be something like fairSpread(int i), like the methods in the base class Swap work, or it could be a pair of methods fairSpread1() and fairSpread2() as in the rest of the methods of this class. The latter make probably more sense, since we already have spread1() and spread2().