lballabio/quantlib — pull request #86 by klausspanderen (2014-03-20 20:44:07+00:00)
Title: Improved Storage and Swing engine

- added Folin's integration methods
- remove requirement between capacity/load and changeRate for a storage (thanks to Ralph Schreyer)
- fixed behavior of the Bjerksund Stensland engine for very small volatilities