Fixes sourcing market data using a CombinedMarketDataSpecification (from AG)
Correct activ vol surface names again
Modifications to CDS risk measures (need unit testing)
Fudge-Java v0.3.9.8
test for eur inflation curve.
Test for the construction of the EUR and US inflation curves.
Get better error messages from LiveData
Moving credit curve identifiers into OG-Util so they can be used by OG-Engine
Adding credit curve identifiers as a computation target type
Adding a fudge builder for NodalObjectCurve
Making the resolved tenor method public
Adding a fudge builder for credit spread strips
Fixing typo in error message
Adding definitions and specifications for new generalised curve objects. The only strip types for which these classes work at the moment is credit spreads
Getting credit spread curves working. At the moment, just using a dummy value for the spread
Fixing tests
Static construction of credit curve identifier computation target specifications
Parallel shift CS01 function
IntelliJ project files
Adding gamma and DV01 functions for credit default swaps