DER-126 - Need to clean up the hierarchy of swap-related events

[ElisaKendall]

Description

1. Moved currency derivative up the class hierarchy a level so that it is a direct subclass of derivative instrument level so that it is a direct subclass of derivative instrument
2. Simplified / cleaned up the swaps hierarchy and added the definition of a fixed-fixed interest rate swap, which was a gap

Fixes: #1991 / DER-126

Checklist:

• I'm familiar with the FIBO developer quide. My contribution meets all the requirements described there.
• My contribution follows the principles of best practices for FIBO.
• My changes have been reconciled with latest master and no merge conflicts remain.
• This PR is related to exactly one issue. The issue is referenced by using a GitHub keyword such as "fixes", "closes", or "resolves".
• Hygiene tests have been applied by a PR with "(WIP)" in title.
• The issue has been tested locally using a reasoner (for ontology changes).

[rivettp]

There is a change not covered by the issue, related to replacing ExchangeRateObvservable (something that needs to change over time) by QuotedExchangeRate (which is a single value). Though ExchangeRateObvservable seems generally mis-defined in a similar way.

[rivettp]

There's a bigger issue I noticed here, related to the whole definition of RateObservable - it should be something you observe over time not a specific value. However QuotedExchangeRate is defined as "exchange rate quoted at a specific point in time" and indeed that's reflected in its superclass of MarketRate.