OpenGamma/OG-Commons — pull request #22 by jodastephen (2014-10-13 20:32:48+00:00)
Title: PLT-463 - Standard IBOR and Overnight indices

Create standard classes to support IBOR and Overnight indices
Add conventions/implementations for common cases
Handle GBP, EUR, CHF, JPY, USD

Design is fairly straightforward, a single interface and two immutable bean implementations. A standard set of constants supply the common conventions. Expansion to other conventions is likely to be via a separate database lookup.