SwapTradeCsvPlugin: not parsing XCcy ON/ON

[marc-henrard]

SwapTradeCsvPlugin: does not parse cross-currency swaps with "XCcyOvernightOvernightSwapConvention".

At line 350:
if (fxRateOpt.isPresent()) {
XCcyIborIborSwapConvention convention = XCcyIborIborSwapConvention.of(conventionStr);

Does not check for the possible ON/ON conventions.

Would probably be a good idea to have a "XCcySwapConvention" in parallel to "SingleCurrencySwapConvention"

[marc-henrard]

This is an issue only when the trades are loaded using the "convention" field. When the details of each leg are provided, this is not an issue.