QLNet Version 1.6.0.0

QLNet 1.6

QLNet 1.6 stable version.

The most notable changes are included below.
A detailed list of changes is available in ChangeLog.txt.

DATE/TIME

• Added Moscow Exchange calendar .
• Added 70th anniversary of anti-Japanese day to Chinese calendar.
• Fixed Chinese New Year date for 2010.
• Added nearest-trading-day business day convention.
• Prevented normalization of a 7-days period to a 1-week period, since
  this doesn't apply to business days.
• Allowed schedules built with a vector of dates to be used for coupon
  generation, given that the required information was provided.
• Added support for Australian Security Exchange (ASX) dates.
• Added ECB dates for April and June 2016.

INSTRUMENTS

• Fix capfloor bug on ctor.
• Extended digital American options to handle knock-off case.
• Added Bachelier engine for caps/floors based on normal volatility.
• Allowed non strike/type payoffs in finite-differences engine for
  vanilla options.
• Fixed settlement days of BTP bonds.
• Added IPrepayModel interface, ConstantCPR class, and updated MBSFixedRateBond to use the interface rather than the PSACurve class.

PRICING ENGINE

• Black Formula rewritten
• Added StulzEngine and KirkEngine

INDEXES

• Fixed day-count convention for Fed Funds rate.

TERM STRUCTURES

• Fixed bug where a valid previous curve state could be a bad guess
  for the next and lead to a bootstrap failure.

VOLATILITY

• BlackVarianceSurface implementation

MATH

• Fix close and close_enough comparison.
• Better comparison between double numbers.
• Allowed user-defined Jacobian in optimization.

MISCELLANEA

• Added IDR, MYR, RUB and VND currencies.

CODE REFACTORING

• Fix Handle ctor to avoid empty constructors.
• Removed Count() with property access , removed ThreadStatic initialize
• Replace ?: operator with ?? operator.
• Removed all redundant using directive.