Task: Add ir_index_convention table and ir_rate_formatter, wire into IR display sites

Give IR indices the same data-driven display-convention story FX has via currency_pair_convention. Today IR has no convention entity to resolve at all: floating_index_type is bare code+description, overnight_index_convention holds fixing calendar/day-count/ settlement-lag but nothing about display precision. Every IR rate-displaying surface hand-formats as a result: CurveSnapshotMdiWindow (IR series), CurveShapePreviewChart, SampleShortRatePathsChart, IrCurveEditor (Simple-mode label, Advanced table), IrCurveGenerationConfigDetailDialog=/ =HistoryDialog.

• Add ir_index_convention, keyed by floating_index_type.code (mirroring currency_pair_convention's bitemporal shape/trigger pattern), carrying decimal_places only — per the story Goal, real trading-system practice fixes an outright rate level's unit at percent always; bp is a different quantity (deltas/spreads/risk), not an alternate display mode for the same level, so no unit field is needed, only per-index precision (e.g. JPY TONAR's near-zero level plausibly wants more decimals than USD SOFR's).
• Research real precision practice by currency/index tier (G10 overnight RFRs vs EM curves) to seed sensible decimal_places defaults — write the findings into this doc's * Notes before picking values, not from assumption.
• Add a sibling ir_rate_formatter (ores.marketdata.client/ presentation or ores.synthetic.api, whichever the index convention's own natural home turns out to be) matching crm_rate_formatter's architectural contract: stateless, presentation-layer, DB/NATS-free, takes an already-resolved convention.
• Wire it into every surveyed IR surface above.

• Research note (this doc's * Notes) covering real per-currency/ index-tier decimal precision, citing concrete market practice.
• ir_index_convention table exists, keyed by floating_index_type.code, bitemporal, trigger-validated, matching currency_pair_convention's pattern; seeded with researched decimal_places defaults for the currencies/indices this codebase already generates synthetic curves for.
• ir_rate_formatter exists, matching crm_rate_formatter's architectural contract, with real Catch2 coverage independent of any Qt/NATS harness.
• CurveSnapshotMdiWindow (IR series), CurveShapePreviewChart, SampleShortRatePathsChart, IrCurveEditor, IrCurveGenerationConfigDetailDialog=/=HistoryDialog all resolve the relevant index's convention and format through ir_rate_formatter, replacing every hardcoded call site listed in the Goal.

(Implementation strategy. Written when work starts; key decisions are distilled into the parent story's * Decisions at close, but the plan itself stays — it is the historical record of what we did.)

Manual QA scenarios (scaffolded via compass add test_scenario, run through the QA Validation Runner panel) that verify this task. Link new ones here as they're created; the scenario doc itself links back via its "Verifies task" field.