OpenGamma/OG-Platform — pull request #247 by marc-opengamma (2014-10-20 11:21:55+00:00)
Title: Topic/reqs 490 tips

Created end-to-end examples for inflation bonds (TIPS).

Created calculators for sensitivity of TIPS to both inflation and issuer curves. Corrected some small bugs on TIPS price and yield.

Generalised the calculators to accept ParameterXXXProvider instead of XXXProvider. This allows to pass to the calculator more data than required. The calculator will simply ignore the extra data.

The change of calculators created a change in the API. This change affected OG-Financial and Sesame.