
QuantLib 1.2.1 is a bug-fix release.

Changes:

- The library default is now to allow negative rates as this is
  happening for EUR OIS, CHF and German treasury yields, etc.

- Fixed problem with EOM adjustment in schedule.
  When the end date was not adjusted, the next-to-last date could end up
  after the end date due to EOM adjustment. This is now checked and fixed.

- Added notional calculation to CPI bond.
  This enables the user to use the full bond machinery besides NPV
  calculation.
  Thanks to Seyfullah Çetin for the heads-up and to Raso Mirko
  and Billy Ng for the fix.

- Fixed bug in up-rounding (thanks to Simon Shakeshaft).
  When up-rounding a number with no digits after the requested
  precision (say, 0.86313 with 5-digits precision) the last
  digit of the number would be increased. This is now fixed.

- Bicubic splines would not update their parameters correctly.
  This is now fixed (thanks to Fabio Ramponi).

- Fixed extent of new-year holidays for the Russian calendar.
  Thanks to Kirill Shemyakin.

- Added implementation of assertion_failed_msg function.
  This is required for linking with recent Boost versions.
  Thanks to Piter Dias.

- Build fixes for VC++11 and for g++ in c++11 mode (thanks to Xiangyu
  Hong and Joao Paulo Magalhaes, respectively).

- A number of minor bug fixes (see the Changelog for full details).

