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
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)
patch for QL-SWIG and Ruby 1.9 (cf http://bugs.debian.org/733105)
further fixes to setup.rb for Ruby 1.9
reset to 1.4
Move inclusions to cpp file.
Renamed data member for consistency.

Unlike "indices", "indexes" was already used in other places.
Merge pull request #63.
Added missing virtual destructors.
Update links to videos.
Merge pull request #65.
Fix error message.
Merge pull request #64.
update vc and dev project files
update UnitCount
Merge branch 'vendor' into vcUpd20140103
fixed warnings with clang++ and boost version > 1.53 (thanks to Peter
Caspers)