[PLAT-6037] FixingYearFractionsVisitor fixes for fixed coupon payments
[PLAT-6038] Add backward compatible ibor convention lookup to ForwardRateAgreementSecurity
[PLA-6041] Use env variables if available for the scripts
[PLAT-6042] Add clone() method which delegates to copy constructor as generated joda beans code does not do deep copy
[PLAT-6040] : add zero coupon inflation swap in InterestRateInstrumentType
[PLAT-6039] : OG-Financial : add inflationSwapConverter in MultiCurvePricingFunction
[PLAT-6044] ; in FixedIncomeConverterDataProvider change DAYS_BEFORE_EFFECTIVE.
PLAT-6045] :  OG-Financial : in FixedIncomeConverterDataProvider, converters are not working properly for inflation swaps.
[PLAT-5946] Add Notional for BondFutureSecurity
[PLAT-5948] Extend Security Market Price to Bonds
[PLAT-5949] Simplify spot requirement in EquityForwardCurveFunction
[PLAT-5950] Add new hedge fund requirement: Net Market Value
[PLAT-5951] Create BlackDiscountingSwaptionFunctionDefaults 
PLAT-5970 - Add Notional ValueRequirement for EquityFutureSecurity
PLAT-5629] Added BlackDiscountingVegaMatrixSwaptionFunction
[PLAT-6015] Tests for InterestRateSensitivityCalculator
[PLAT-5973] Tests for CDSAnalyticsFactory
[PLAT-6016] Tests for ISDACompliantDataCurve
[PLAT-6034] Add method to create xml view of a managed position Reviewed-By:Stephen
[PLAT-6034] Add ability to display xml view of position and add/modify position from given xml

Reviewed-By:Stephen
[PLAT-6034] Change position ftls to add/view and modify position with given xml

Reviewed-By:Stephen
[PLAT-6049] Modify combined position master factory to take arbitrary number of position masters

Reviewed-By: Stephen