added discountBondOption with underlying start delay
respect underlying start delay
added discountBondOption with underlying start delay
added test cases for swaption pricing with underlying start delay
enable extrapolation in spreaded curve if enabled in discount curve
Added README at root level with instructions for contributing.

It will be displayed on GitHub's repository page.
Merged Jamshidian swaption changes from Peter Caspers.
Changed URL of "Implementing QuantLib" book.
Updated VC# projects.
Changed inclusion order according to project custom.

We usually include QuantLib headers first, then Boost ones, then those
from the standard library. This is to make sure that macros are properly
defined before including other stuff.
Prevented compilation error with old g++ version on Mac OS X.
Moved FFT and autocovariance implementations into core library.
Enforce self-consistency of headers.

Headers should compile even when included alone.
Merged branch heads.
Updated list of copyright holders.

Also, a few copyright attributions were cleaned up of typos
and alternative spellings.
Replaced hard tabs with spaces.
Bug fix for R example.
QuantLib SWIG bonds example for R

Modeled after bonds.py which it replicates
Merge pull request #6 from eddelbuettel/remotes/origin/R01030x-branch

Added QuantLib-SWIG bonds example for R
expanded european-option example

now matches the more extensive Python example