Topic/reqs 540

Renamed the class "PresentValueBlackSwaptionSensitivity" in "
PresentValueSwaptionSurfaceSensitivity" as the class is not specific to Black model. It is also used for a normal swaption sensitivity.

Created a pricing method for swaption with a normal (Bachelier) model. The pricing method provides present value, curve sensitivity and (normal) volatility sensitivity.

Created interface to use the same node calculator (SwaptionSurfaceSensitivityNodeCalculator) for Black and normal models.

Provided demo tests for swaptions using SABR and normal model. The normal model is used to price swaptions with negative strikes in an environment with negative rates.
Use the same modifier for all variables when allowed: remove "final" or add "final".