MultipleResetsSwap instrument and rate helper

[eltoder]

QuantLib now has MultipleResetsCoupon and MultipleResetsLeg, but it does not provide a ready-made instrument that uses these or a rate helper that can be used to bootstrap a curve using such instruments. That should be easy to add, but I have a question -- should these be added as new classes or as an option into VanillaSwap (or another existing instrument)?

The downside of the former is more code duplication, for example, I'd probably need a MakeMultipleResetsSwap class copy-pasted from MakeVanillaSwap, MultipleResetsSwapRateHelper copy-pasted from SwapRateHelper etc. The downside of the latter is that it will break code that expects VanillaSwap to always have IborCoupons.