
CALENDARS

- Added Brazilian calendar (thanks to Piter Dias.)

- Added Argentinian, Icelandic, Indonesian, Mexican, and Ukrainian calendars.

INSTRUMENTS AND PRICING ENGINES

- Added convertible bonds (thanks to Theo Boafo.)

- The cash flows returned by the Bond::cashflows method now include
  the redemption.

- SimpleSwap can now be set an engine. If none is set, the old
  cash-flow-based calculation is used.

- Generalized McVanillaEngine so that it can manage n-dimensional
  processes; it now subsumes McHestonEngine.

- Added pricing of Bermudan options on binomial trees (thanks to Enrico
  Michelotti.)

- Separated accrual and payment conventions for bonds.

- Modified basis-point sensitivity calculation so that it returns the
  cash variation for a basis-point change in rate (it used to return
  the figure to be multiplied by the variation in order to obtain the
  same result.)

MODELS

- Added weights to short-rate model calibration (thanks to Enrico
  Michelotti.)

- Added Libor market model (thanks to Klaus Spanderen.)

OPTIMIZATION

- Added Levenberg-Marquardt optimization method (thanks to Klaus Spanderen.)

EXAMPLES

- Merged American and European option examples; added Bermudan option.

- Added convertible-bond example (thanks to Theo Boafo.)

