Rquantlib code for discount factors of different kinds of swaps

R code using Rquantlib library that can take a series of interest rate swap levels for both mxn (28d float vs fix) and usd (ois) and provide discount factors derived from each curve for a given set of dates.

Need the following code in R using the RQuantlib library:
1. User provides series consisting of Dates (column 1) and levels of interest rate swaps for different tenors in both usd and mxn  (columns 2 to n).
2. The type of swap for the usd will be an ois swap
3. The tenors for USD ois swaps will be:  1d, 1week, 2weeks, 3weeks, 1month, 2months, 3months, 6months , 9months and 12 months.  The code will take in daily levels for these tenors (1 for each column).

4.The type of swap for the MXN will be a 28d float vs fixed swap
5. The tenors for the MXN swap will be 28d (one period), 84d (three periods), 168d (six periods) , 242d (9 periods) and 364 (13 periods). He code will take in daily levels for these tenors (1 for each column).


The code will have to retrieve holidays for each. Apply correct conventions for settlement days  (t+2) and holidays (following) and build a daily yield curve for both usd and mxn from which to interpolate discount factors for the desired user provided dates on each day.