
Notable changes for QuantLib 0.9.9:

PORTABILITY

- Fixes for 64-bit compilation.
- Fixes for Sun Solaris compilation (thanks to Andreas Spengler.)

CASH FLOWS

- Added overnight-index coupon.
- Added inflation coupons.
- Parameterized CashFlows functions with explicit flag specifying
  whether to include settlement-date cash flows.
- Added cash-flow related flags to Settings class. They determine
  whether or not to include today's and/or settlement date's cash
  flows. They can be overridden while calling CashFlows functions.

DATE/TIME

- Added EUWAX calendar.
- Updated 2009 holidays for China, Hong Kong, India, Indonesia,
  Singapore, and Taiwan.
- Removed Easter Monday from Canadian holidays (thanks to Matt Knox.)
- Added weekend-only calendar.

INDEXES

- Added EONIA index.
- Added French HICP and Australian CPI inflation indexes.

INSTRUMENTS

- Added overnight-index swaps (including helper for yield-curve bootstrap.)
- Added inflation cap/floors (including interface for inflation cap/floor
  volatility structures.)
- Added inspectors for previous and next coupon dates to Bond class.
- Added implied z-spread calculation for bonds (thanks to Nathan Abbott.)
- Added inspector to see whether a bond is still tradable (as opposed
  to not expired.)
- Added constructor for fixed-rate bonds taking a generic InterestRate
  instance (thanks to Piter Dias.)
- Added upfront to credit default swaps, including application to CDS
  helpers (thanks to Jose Aparicio.)
- Added conventional CDS spread calculation (thanks to Jose Aparicio.)
- Enabled non-spot inflation swaps.
- Migrated asset swaps to pricing-engine framework.
- Migrated inflation swaps to pricing-engine framework.
- Migrated old average-strike Asian option pricer to pricing-engine
  framework (thanks to IMAFA students Jean Nkeng, Adrien Pinatton,
  and Alpha Sanou Toure.)

PRICING ENGINES

- Added builders for a few Monte Carlo engines.
- Most Monte Carlo engines can now specify either relative or absolute
  target tolerance.
- Some Monte Carlo engines can now specify either an absolute number
  of time steps or a number of time steps per year.
- Added choice of evolver scheme to finite-difference vanilla engines.

MATH

- Implemented Parabolic and Fritsch-Butland cubic interpolations.
- Added BFGS optimizer (thanks to Frederic Degraeve.)
- Added 1D and 2D kernel interpolation (thanks to Dimitri Reiswich.)
- Added Akima and overshooting-minimization spline algorithms (thanks
  to Sylvain Bertrand.)
- Added FFT implementation (thanks to Slava Mazur.)

RANDOM NUMBERS

- Added Luescher's luxury random number generator (a proxy for Boost
  implementation.)

TERM STRUCTURES

- Added hook to swap-rate helpers for external discounting term
  structure (thanks to Roland Lichters.)
- Added seasonality to inflation term structures (thanks to Piero Del
  Boca and Chris Kenyon.)

EXPERIMENTAL FOLDER

The ql/experimental folder contains code which is still not fully
integrated with the library or even fully tested, but is released in
order to get user feedback.  Experimental classes are considered
unstable; their interfaces are likely to change in future
releases. New contributions for this release were:

- risky bonds and asset-swap options (thanks to Roland Lichters;)
- spreaded hazard-rate curves (thanks to Roland Lichters;)
- compound options (thanks to Dimitri Reiswich;)
- refactored CDS options (thanks to Jose Aparicio;)
- finite-differences solver for the hybrid Heston Hull-White model,
  including calibration (thanks to Klaus Spanderen;)
- finite-differences Asian-option engines (thanks to Ralph Schreyer;)
- machinery for default-event specification (thanks to Jose Aparicio;)
- recursive CDO engine (thanks to Jose Aparicio.)

