[REQS-403] Created example of swap build with Annuity Builders.
[REQS-403] Added more examples of swaps. Curve can be standard curves or IMM based curves.
[REQS-403] Added example on GBP curves and OIS. Started documentation on the tutorials.
[REQS-403] Added documentation for tutorial.
[REQS-403] Added Fed Fund swap curves.
[REQS-403] Added curves based on Fed Fund swaps for swap risk analysis in tutorials.
[REQS-403] Added comments to refactor the "computed data sets".
[REQS-403] Added Lege generators for Fed Fund swaps (ON arithmetic average and Ibor). Added examples of curve calibration with FFS and data recomputed from other curves.
[REQS-403] Added felxibility to chose between "quote" and "rate" for sensitivity of STIR futures.
[REQS-403] Added curve calibration on GBP BoE dates to be used in analysis.
[REQS-403] Curve calibration USD: added flexibility to take as inputs for Fed Fund swap based curves and OIS based standard curves the existing hard-coded values or another multi-curve provider from which the input data is computed.
[REQS-403] Added nodes on Fed Fund curve.
[REQS-403] Added a missing date in the BoE date list. Created a cross-currency (USD/EUR) example for curve calibration to be used in demo-tests.
[REQS-403] Added example of cross-currency swap curve calibration and risk based on those curves.
[REQS-403] Typo in class name
[REQS-403] Modifying the way to BOE curve is built

The idea is to be able to add pillars for STD curve into BOE curve to
fill the time between calculation date and start date of first
instrument in BOE curve
[REQS-403] Added cross-currency and basis swaps examples in USD/EUR.
[REQS-403] Printing results on console

Additional modification to curve configurations
[REQS-403] Adding back original OIS curve building method

Renaming the new one using instruments from the standard curve so that both methods are available
[REQS-403] Adding missing data point