OpenGamma/OG-Platform — pull request #192 by julianhowarth (2014-09-10 15:03:38+00:00)
Title: Topic/reqs 147

This PR covers the addition of objects in the platform to support convexity adjustments during curve calibration. These are fairly simple joda-beans which some validation to ensure they are correctly satisfied. The validation is the main target of the test code.

A subsequent PR will cover their usage in the curve calibration.