[REQS-328] Added end-to-end test for bonds based on simple OIS curve. Created standard bill/bond calibrated curves.
[REQS-328] Clean calibration based on bills and bonds. Added end-to-end test for present value and curve sensitivity in the case of bills/bonds calibrated curves.
PLAT-6730 Fixing example for ON, documentation, formatting and extra holiday in sample data
REQS-498 Overnight arithmetic average conversion, better error logging for missing fixing data
REQS-503 improve holiday calendar loader
REQS-498 rename OIS def method to ONAA def
[PLAT-6730] Added the generator for Ibor leg with compounding.
[PLAT-6730] Added example of Libor + compounding.
[PLAT-6741] Corrected the inconsistencies in the calculators for some arithmetic average coupons (usage of approximation or not).
[PLAT-6730] Added Generator Fixed Leg - to be used in stub examples.
[PLAT-6730] Added test annotation.
[PLAT-6744] Added in-arrears end-to-end demo
[PLAT-6730] Added examples of swaps with stubs (4 types).
[PLAT-6730] Added some stub examples.
[PLAT-6730] More stub examples.
[PLT-431] New instrument: CouponFixedFxReset. Added and tested Definition version. Derivative version in draft.
[PLT-431] Finished CouponFixedFxReset coverage and tests.
[PLT-431] Improve test coverage.
PLAT-6790 Add non Bloomberg specific future curveinstrumentprovider
[PLT-431] Pricing method with simplifying assumption implemented.