
Release 1.5 - February 2015
Notable changes since release 1.4:
- in sync with QuantLib 1.5;
- upgraded to SWIG 3.0.2;
- added Visual C# 2013 solution;
- exported monotonic log-discount curve and added a few more traits
  for cubic interpolations;
- exported OIS rate helpers;
- exported swap-helper constructors with exogenous discounting curve;
- exported index-based constructors for rate helpers;
- added method to return calibration parameters for Heston and Bates
  models (thanks to Riccardo Ghetta);
- added default arguments to exported FloatingRateBond constructor;
- added parameter to set interpolation method for Black volatility surface;
- exported CDS date-generation rule and IntegralCdsEngine, added
  missing parameter to UpfrontCdsHelper (thanks to Riccardo Ghetta);
- exported fitted bond curve;
- added new constructor parameters to InterpolatedZeroCurve (thanks to
  Alexandre Radicchi);
- exported overnight indexes;
- exported new South-African CPI index;
- exported new Fed Funds index;
- exported new interbank Chinese calendar;
- exported additional bond constructor parameters for ex-coupon dates;
- exported FdBlackScholesVanillaEngine, FdBlackScholesAsianEngine and
  ContinuousArithmeticAsianLevyEngine (thanks to Klaus Spanderen);
- exported Hull-White process (thanks to Alexandre Radicchi);
- translated CDS example to Python (thanks to Riccardo Ghetta);
- added new CPI bond example for Scala (thanks to Klaus Spanderen);
- translated Bonds example to Java (thanks to Giacomo Sergio).
