Update version number
Implement ex-coupon date for fixed rate bonds.
Bug Fix : BackwardFlat factory must return BackwardFlatInterpolation
New Instrument : Credit Default Swap (CDS)
New Engines : IntegralCdsEngine, MidPointCdsEngine
New Termstructure : InterpolatedHazardRateCurve
New Test Class : T_CreditDefaultSwap
DatedOisRateHelper : Initialize the termStructureHandle, thx edawui
Add FiniteDifferenceNewtonSafe solver.
Add clone method to SwapIndex which allows to change the tenor.
CalibrationHelpers update
Approximated Bachelier implied volatility
Actual/365 (No Leap) day count convention , used for Japanese Government Bonds
blackFormulaStdDevDerivative : handle limit case strike equals zero
Fix CashFlows with new tests
Decouple curve bootstrap from PiecewiseYieldCurve. Thanks to Edem Dawui
Added PiecewiseYoYInflationCurve, and some fix to inflation modules
PiecewiseYoYInflationCurve, add missing files
fixed build problems with the VanillaSwap & YieldTermStructure classes - Thanks Ventsislav Petkov
fixed an NPE when no calendar is specified in the MakeSchedule builder and the Schedule ctor - Thanks Ventsislav Petkov
Add ex-coupon parameters to FixedRateBondHelper - Thx Francois Botha
Fix CallableFixedRateBond setupArguments - Thx Pelife
Fix QLNet Samples - thx Pelife