SSL certificate

First we need to create a private key. Note that this process will require a passphrase for the key - don't worry, we'll remove it later to make things easier:

openssl genrsa -des3 -out myssl.key 1024

As said, this will require you to enter a passphrase.

CSR

Now we need to create a CSR (Certificate Signing Request):

openssl req -new -key myssl.key -out myssl.csr

The process will ask for various details for the certificate. I entered the following for each question:
Country Name: GB
State or Province Name: Nottinghamshire
Locality Name: Nottingham
Organization Name: PickledOnion Ltd
Organizational Unit Name: Web Development
Common Name: admin.domain.com
Email Address: webadmin@domain.com
For the 'extra' attributes I simply pressed 'return' (i.e. I left them blank).
Note: For the Common Name I entered the domain name I want to associate with the certificate. In this case I want it for my administration area so I entered 'admin.domain.com'.
You are not restricted to using the certificate with just that domain but it will produce extra warnings if the Common Name does not match the URI.

Remove Passphrase

When we generated the myssl.key file, we had to enter a passphrase. One disadvantage of this is the need to enter the passphrase if the Slice is rebooted.
This is especially problematic if an unexpected reboot occurs as the boot sequence will simply stop until you enter the console via the SliceManager and enter it.
So unless you see a particular need to keep the passphrase, let's remove it:

cp myssl.key myssl.key.org
openssl rsa -in myssl.key.org -out myssl.key

You will be asked for the passphrase one last time to confirm it is a genuine request.
Now we have three files in the temp folder:

ls
...
myssl.csr  myssl.key  myssl.key.org

CRT

The last file we need generate is the actual ssl certificate:

openssl x509 -req -days 365 -in myssl.csr -signkey myssl.key -out myssl.crt

Good. Now we have the final piece in place as that generated our myssl.crt file.

Everything in its place

Now we need to copy the relevant files to the /etc/ssl/ directory.
First file to move is the certificate itself:

sudo cp myssl.crt /etc/ssl/certs/

and secondly, copy the key:

sudo cp myssl.key /etc/ssl/private/

Clean up

You are now free to delete the temp file and the four files we generated or, if you prefer, keep them around for a while until you know the ssl certificate works correctly.

Summary

Nginx requires more than the standard pem file that Apache is happy with. As such, we need to create a ssl key and a certificate file.
Once the files have been generated and moved to the /etc/ssl/ directory, we are now ready to configure Nginx to serve our domain from an HTTPS connection.