QLNet 1.9.0.1

QLNet 1.9 ========================= QLNet 1.9 stable version. The most notable changes are included below. A detailed list of changes is available in ChangeLog.txt. FRAMEWORK + Refactoring & Update BlackScholesProcess, LocalVolCurve, bsmlattice + Optimized npvbps calculation + List and InitializedList refactoring CASHFLOWS + Fixed CappedFlooredCoupon factory INSTRUMENTS + Added CompositeInstrument. + Added DividendBarrierOption. + Added ForwardVanillaOption. + Added LookbackOption. + Added CMS Helper. + Added BarrierOption. + Added Cliquet Option. + Added DoubleBarrier Option. + Added CPICapFloor. + Added CPISwap. DATE/TIME + Added ECB dates for 2017. + Fixed rule for the Japanese Mountain Day holiday. + Fixed United States holidays before 1971. INDEXES + Added Ibor indexes : Aonia , Bbsw, Bkbm and Nzocr. MATH + Added Matrix inverse calculation with Crout's LU decomposition. + Added VannaVolga Interpolation. TERMSTRUCTURES + Added Swaption volatility cube. + Allow negative jumps in yield term structures. PRICING ENGINES + Added ForwardVanillaEngine engine. + Added AnalyticContinuousFixedLookbackEngine engine. + Added AnalyticContinuousFloatingLookbackEngine engine. + Added AnalyticContinuousPartialFixedLookbackEngine engine. + Added AnalyticContinuousPartialFloatingLookbackEngine engine. + Added AnalyticBinaryBarrierEngine. + Added AnalyticCliquetEngine. + Added AnalyticPerformanceEngine. + Added BlackDeltaCalculator and DeltaVolQuote. + Added VannaVolga BarrierEngine. + Added AnalyticDoubleBarrierEngine. + Added VannaVolgaDoubleBarrierEngine. + Added WulinYongDoubleBarrierEngine. + Added InterpolatingCPICapFloorEngine. TESTS + Added theta pertubation in AmericanOption & DividendOption tests. + Added tests for China SSE and IB calendars and a missing Chinese holiday + Added Test : Chambers-Nawalkha implied vol approximation + Added CapFloored coupon tests. + Added Digital Coupon tests.