OpenGamma/OG-Platform — pull request #228 by traggattog (2014-10-02 10:44:37+00:00)
Title: Added ability to round underlying futures price to a given precision before pricing the option

* Added extension point to `FuturesPriceBlackSTIRFuturesCalculator` which allows for rounding of futures price
* Added class `RoundingFuturesPriceBlackSTIRFuturesCalculator`