FX Futures loader fix.
Miscellaneous minor changes to some files.

Added a stochastic recovery model (needs further testing - not quite right yet). Recovery is sampled from a beta distribution. This will be very useful when bolting together different instruments, obligors etc into a larger simulation framework (recovery rates are a key driver in exposure/loss distributions)
Remove type mapping for BlackVolatilitySurface value name so type is sent every time
The surface is plottable in some cases (when it's back by a grid) and not in others.
So the only way to handle it is to send the type every time
Adding IR futures and bond futures to mark-to-market calculations
Adding more informative error information
Mark to market futures pricing does not need the spot underlying
Quieting down an error
Instead of throwing an exception during dependency graph construction, logs an error
Separated out local volatility pricing for equity variance swaps
[PLAT-2853] GET trade data for fungible securities, fix security definitions
Merge branch 'develop' into ui/dev