Feature Request: Add MakeXCcyBasisSwap (or MakeCrossCurrencySwap) helper class

Currently, constructing cross-currency basis swaps and their respective rate helpers in QuantLib requires manually wiring up multiple legs, calendars, spot FX quotes, and discounting/forecasting curves.Adding a fluent builder class MakeXCcy (following the pattern of MakeVanillaSwap or MakeOIS) would simplify curve bootstrapping and instrument creation, reducing boilerplate code for multi-curve setups. One of the key methods will be these new helper classes to price fairRate for Fixed/Float swap and fairSpread for Basis swap.

• ConstNotionalCrossCurrencySwap
• ConstNotionalCrossCurrencyFixedVsFloatingSwap
• ConstNotionalCrossCurrencyBasisSwap
• MtMCrossCurrencyBasisSwap