OpenGamma/OG-Platform — pull request #181 by marc-opengamma (2014-09-02 10:00:15+00:00)
Title: Topic/plat 6714

Added more examples of swap end-to-end examples/tests and calibrations. Added curve calibration based on Fed Fund swaps (StandardDataSetsMulticurveUSD). Added a lot of examples in SwapCalculatorE2ETest. Added examples of cross-currency swaps in SwapRiskUsdEurAnalysis based on cross currency curves calibrated in RecentDataSetsMulticurveXCcyUsdEur.
Generators: Added more instrument generators (legs and swap) to facilitate the curve calibration examples and the creation of instruments. In particular created generic swap generators based on two leg generators.
Adjusted several code files to fit in the 120 char limit.
@pondmouse