
Notable changes for QuantLib 0.9.7:

PORTABILITY

- Microsoft Visual C++ configurations have been renamed. The default
  Debug and Release configurations now link to the DLL version of the
  common runtime library. The names of other configuration should now
  be more descriptive.
- Fixes for Solaris build.

BONDS

- Added bond example (thanks to Florent Grenier.)
- Added support for amortizing bonds (thanks to Simon Ibbotson.)

CASH FLOWS

- Added two more cashflow analysis functions (thanks to Toyin Akin.)

DATE/TIME

- Added bespoke calendar.

INDEXES

- Added GBP/USD/CHF/JPY swap-rate indexes.
- Fixed USD LIBOR calendar (settlement, not NYSE.)

MARKET MODELS

- Added first displaced-diffusion stochastic-volatility evolver.

PRICING ENGINES

- Monte Carlo average-price options now uses past fixings correctly.

QUOTES

- added LastFixingQuote, a Quote adapter for the last available fixing
  of a given index.

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:

- time-dependent binomial trees (thanks to John Maiden.)
- a new multidimensional FDM framework based on operator splitting
  using Craig-Sneyd, Hundsdorfer or Douglas schemes (thanks to Andreas
  Gaida, Ralph Schreyer, and Klaus Spanderen.)
- implementations of Black-variance curve and surface taking a set of
  quotes as input (thanks to Frank Hövermann.)
- synthetic CDO engines (thanks to Roland Lichters.)
- variance options, together with a Heston-process engine (thanks to
  Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, and
  Francesco Zirilli.)
- a commodity framework, including instruments such as energy futures
  and energy swaps (thanks to J. Erik Radmall.)
- quanto-barrier options (thanks to Paul Farrington.)
- amortizing bonds (thanks to Simon Ibbotson.)
- a perturbative engine for barrier options (thanks to Lorella Fatone,
  Maria Cristina Recchioni, and Francesco Zirilli.)
