Added special day counter for last period (for CDS)
Added fixed inflation coupon
include standard swap will full first period
added Pow function
generalize to swap rates with different fixed side frequency
allow for monotonic splines
allow for swaptions with fixed side frequency neq libor frequency
static multicurve handling added
iterative calibration, discountBondOption with start delay
allow for non atm, added constructors
provide discountBondOption method with start delay (e.g. for use in Jamshidian engine)
allow for start delay
standard cds extensions
include last day added for use in standard CDS
volatility swap implementation
fixed inflation coupon implementation
ZABR model implementation
some old and test implementations
non standard swap and swaption implementation
markov functional cms swaption engine