Topic/plat 6727

Added new end-to-end tests. The numbers (price, pv and bucketed PV01) are hard-coded and the futures is not one of the futures used in the curve calibration.

@julianhowarth Can you check that this is what you require?
Would it be worth adding a test, similar to the one above to show that if we have 2 curves, one with convexity adjustment and one without, if we price off the futures section the values are x & y with x != y. But if we price off the cash or swaps section the values are more or less the same? 

This would show:
- that the convexity adjustment is being used and has an effect
- that for the rest of the curve the convexity adjustment has little effect