Bump version to 2.1.1-SNAPSHOT
Fixed jedis reference to point back to 2.1.0
[PLAT-4574] added scheme check for consistency
[PLAT-4799] Adding methods to greeks calculators for BRL-type swaptions
For payer swaptions, the fixed leg notionals are negative, resulting in negative numeraire.  This fix takes the absolute value of the fixed leg's notional, so that the numeraire is positive.
update release notes for 2.1.1
OpenGamma 2.1.1 release
Bump version to 2.1.2-SNAPSHOT
[PLAT-4850] switched class to use ValueSpecs rather than DependencyNodes. ValueSpecs are immutable and implement hashcode and equals so are more suitable for tracking which nodes should contain logging.
PLAT-4880 - Create scripts for rsk database specify wrong version
[Aldwych BRL future curve construction] Added calendar and daycount class member so that the curve node calculation takes into accout the 252 convention
[Aldwych] Compute swap theta
[Aldwych] IR future option vol surface construction: passing underlying maturity information into the volsurf construction routine
[Aldwych] For swaption: compute the change of dv01 for 1bps curve shift on both forward and discounting curves
[Aldwych: calculate the par rate of the swaptions underlying swap or the forward value fed to the BlackScholes formula]
[Aldwych] fixed Ibor and overnight compounded black swaption methods
[Aldwych] interest rate future option functions that computes Value GammaP, value Theta and Value Delta
[Aldwych] Theta for interest rate future options
[Aldwych] Prettier display for Gamma PV01 field
[Aldwych] interest rate future option premium black methods