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
added analytic implied bpvol
disable non working test case
Updated VC++ and Dev-C++ projects.
Merge pull request #24 from Gary Kennedy.

Added the analytic implied volatility approximation of J. Choi, K Kim
and M. Kwak (2009), “Numerical Approximation of the Implied Volatility
Under Arithmetic Brownian Motion”, Applied Math. Finance, 16(3), pp.
261-268.

Given the premium of an option, it provides an analytic approximation of
implied volatility of the Bachelier formula. In interest rate the
volatility is referred to as bpvol.
Removed extraneous parameters.
Added new example to tests.
Added newly generated file to distribution.
Removed unreachable return statement.
Merge pull request #23.

Add UnaryFunction support to the SWIG Java/Scala modules in order to
enable integrals and root finding.
Also add integration methods based on Gaussian quadratures.
Merge pull request #25 from Peter Caspers.

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

Fixes for Markov-functional cap-floor engine and Kahale smile section.
Merge remote-tracking branch 'upstream/master'

Conflicts:
	QuantLib/test-suite/quantlibtestsuite.cpp