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
fixed case r=0.0
improve check for r=0
Switch to absolute paths for styles and menu links.

This allows the menu to work also in pages not in the base directory.
Add missing style file to a few pages.
Remove unqualified calls to make_shared.

On VC++12, argument-dependent lookup was causing ambiguities
between boost::make_shared and std::make_shared when vectors
were passed among the arguments.

Thanks to Armel Wambou for the heads-up.
fixed theta issue for some american fdm engines. Theta should be
measured after the early exercise condition gets applied.
fix interpolation of option dates when evaluation date changes (thanks to Shen Hui)
Merge pull request #62.
Merge pull request #69.
Merge pull request #71.
fix swaption volatility structures with floating reference date
clean up the previous fix
Merge pull request #72.
added Broadie-Kaya exact simulation for the Heston model
added pricing engine for arbitrary European payoffs under the Heston
model
fixed formatting
updated VC10 files
Extend experimental generalized Hull-White model.

Thanks to Cavit Hafizoglu.

- Allow to choose the mapping function between short rate and
  state variable;
- Include the case of constant parameters.
add linear terminal swap rate model pricer for cms coupons