added Fokker-Planck finite difference operator for BS, square root and Heston processes

git-svn-id: https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk/QuantLib@18437 8618b1d8-e22c-0410-b026-96a5dba3e089
updated vc10 project file

git-svn-id: https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk/QuantLib@18438 8618b1d8-e22c-0410-b026-96a5dba3e089
updated vc10 project file

git-svn-id: https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk/QuantLib@18439 8618b1d8-e22c-0410-b026-96a5dba3e089
Yield-based NPV calculation now uses coupon reference dates.

This fixes small discrepancies when using day counters such
as ISMA act/sact.

Thanks to Henri Gough for the heads-up.

git-svn-id: https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk/QuantLib@18441 8618b1d8-e22c-0410-b026-96a5dba3e089
Implemented Lagrange boundary condition for cubic interpolation.

Thanks to Peter Caspers.

git-svn-id: https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk/QuantLib@18442 8618b1d8-e22c-0410-b026-96a5dba3e089
Relaxed extrapolation check for default-probability curves.

When calculating default probabilities between two dates or times,
allow the first to precede the reference date. This effectively
assumes that the default probability before the reference is null,
and helps in cases where a coupon protection extends a couple of
days before the reference due to adjustments (for instance, when
the protection starts on a Saturday and the reference is rolled to
the following Monday).

git-svn-id: https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk/QuantLib@18443 8618b1d8-e22c-0410-b026-96a5dba3e089
Fixed precision issue in calculation of autocovariances.

Thanks to Slava Mazur.

git-svn-id: https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk/QuantLib@18446 8618b1d8-e22c-0410-b026-96a5dba3e089
Fixed a forward-looking bias issue in Garch11 calculation.

Thanks to Slava Mazur.

git-svn-id: https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk/QuantLib@18447 8618b1d8-e22c-0410-b026-96a5dba3e089