[PLT-431] Starting to create swaption examples. To have negative strike/forward examples, created a data container (provider) for swaptions with Bachelier implied volatilities.
[REQS-540] Complete pricing of swaption in a normal volatility model (flat normal vol in the examples). Created demo examples of pricing swaption with SABR and normal model, with standard rates and negative rates/strikes.
Merge branch 'develop' into topic/REQS-540

Conflicts:
	docs/og-analytics/worked-out-examples/worked-out-example-swaption-risk-usd.rst
[REQS-540] Added sensitivity to volatility (point sensitivity and node sensitivity) for normal model on swaptions.
[REQS-540] PR corrections.
Merge branch 'develop' into topic/REQS-540

Conflicts:
	projects/OG-Analytics/src/main/java/com/opengamma/analytics/financial/horizon/ConstantSpreadSwaptionBlackRolldown.java
	projects/OG-Analytics/src/test/java/com/opengamma/analytics/financial/interestrate/swaption/method/SwaptionCashFixedIborBlackMethodTest.java
	projects/OG-Analytics/src/test/java/com/opengamma/analytics/financial/interestrate/swaption/method/SwaptionPhysicalFixedCompoundedONCompoundedBlackMethodTest.java
	projects/OG-Analytics/src/test/java/com/opengamma/analytics/financial/interestrate/swaption/method/SwaptionPhysicalFixedIborBlackMethodTest.java
	projects/OG-Financial/src/main/java/com/opengamma/financial/analytics/model/swaption/basicblack/SwaptionBasicBlackVolatilitySensitivityFunction.java
Merge pull request #249 from OpenGamma/topic/REQS-540

Topic/reqs 540
Merge branch 'master' into wip/REQS-563