Increased version number to 1.3.1.
Backported fix from master.

Change input parameters used as return values to references; change
cached values due to the correction; disable slow test case.
remove cap for F (this causes violations of the C^1 property in certain cases)
require decreasing call prices for exponential extrapolation
fix floor pricing
fix error check in vanilla engine tests,
exclude 0.10 strike and change strike 0.07 to 0.06 in cap engine test,
use correct yield and volatility termstructure in cap engine test
disable non working test case
Merge pull request #25 from Peter Caspers.

Disabled non-working test case.
Backport fix from master.

Disable non working test case.
Merge pull request #26 from Peter Caspers.

Fixes for Markov-functional cap-floor engine and Kahale smile section.
Backport Markov functional model fixes from master.

- Remove cap for F (this causes violations of the C^1 property in
  certain cases). Require decreasing call prices for exponential
  extrapolation.
- Fix floor pricing.
- Fix error check in vanilla engine tests, exclude 0.10 strike and
  change strike 0.07 to 0.06 in cap engine test, use correct yield
  and volatility termstructure in cap engine test.
Fix simpleDuration, modifiedDuration and convexity with Act/Act(ISMA)

http://sourceforge.net/p/quantlib/bugs/162/

This commit fixes simpleduration, duration and convexity with
Act/Act(ISMA)
Changed name of ignored file.
Merge pull request #28 from Nick Glass.

Fixed yield-based duration calculations for some day counters.
Added convenience string to date and date to string functionality in QL Date class.
Add new Act/365 NL Daycounter

Add Act/365 (NL) Daycounter.
This is used for Japanese Government Bonds
Renamed new day counter to more Actual365NoLeap.

This makes the name more explicit.
Commit updated header.
Export new day counter to SWIG.
Export new day counter to QuantLibAddin.
Merge pull request #27 from Nick Glass.

New Actual/365 (No Leap) day counter.