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.
return zero price if strike is equal to upper / lower bound
Updated VC# projects.
update example
extrapolation for zerospreaded termstructure
added spreads to legs
delete unused variable
Merge branch 'vendor'