added credit risk plus model
added credit risk plus tests
add rebates
replace tabs by spaces
move rebated exercise class to experimental/exercise
rename parameter
Implement ex-coupon date for fixed rate bonds

This commit adds support for ex-coupon dates to fixed rate bonds and
updates the cashflow calculations to take account of this date.  The
results have been verified against Bloomberg for UK Gilts and Australian
Government Bonds
added b=0 case to Levy engine for Asian options
improved case runningAvg >> forward for FDM Asian engine
fixed formatting
Merge pull request #61.
Fix delta and Gamma in Ju quadratic engine.

Thanks to Fabien Le Floc'h for the fix.
Increased time steps in convertible-bond test.
Replace explicit allocation with make_shared.
Try to avoid intermittent test failure.

Instead of increasing the tolerance, I tried increasing the number of
grid point in the tree to get a more accurate result.
fix annuity computation
reorganized markov model code,
added new instruments and engines,
added one factor gsr model,
reformatting
Merge branch 'fix20131026' into revampmarkov

Conflicts:
	QuantLib/ql/experimental/Makefile.am
fixed startDate > referenceDate (-> throw exception)
Move leftover inclusions to where they are needed.
Revert changes to date() method.

The check would be redundant in loops. Instead, I added a dateAt()
method that checks the index (like vector::at).