CDS - Decommission current par curve representation

[jacbop]

Currently interest rate curves and credit curves are represented with: com.opengamma.strata.market.curve.IsdaYieldCurveParRates and com.opengamma.strata.market.curve.IsdaCreditCurveParRates

We should move to using: com.opengamma.strata.market.curve.ParRates and com.opengamma.strata.market.curve.NodalCurve

This involves pulling the curve calibration out of the pricer and into a market data function. It also involves properly handling conventions, recovery rate and index factor without attaching them to the curves. Doing this will allow us to properly support the scenario framework.