OpenGamma/OG-Platform — pull request #213 by matlonyc (2014-09-25 22:06:27+00:00)
Title: [PLAT-6805] Adding support for Fixed/OIS swaps

Support for par rate calculation exists for all fixed-float swaps but
the converter from financial security to swap definition does not
process fixed-float swaps to a fixed-float swap definition if the index
is other than ibor.

This PLAT adds the support for swap with floating leg with OIS index.