1.0.1

Changes for QuantLib 1.0.1

QuantLib 1.0.1 is a bug-fix release for version 1.0.

• Added moving holidays for 2010 to Eastern calendars.
• The Singleton class should now work correctly when used on the .Net
  platform (thanks to Nathan Abbott.)
• QuantLib now compiles with the Sun Studio compiler on the Solaris
  platform (thanks to Norbert Irmer for the report and for testing.)
• Bug fix: let an IndexedCashFlow observe its index.
  Previously, index changes would not be propagated to the cash flow
  and thus to any observers of the latter. This affected zero-coupon
  inflation swaps.
• Bug fix: added missing method implementations to zero-coupon
  inflation swaps.
  A couple of methods were declared but not defined.
• Bug fix: create exercise-date vector correctly for callable bonds.
  Previously, the actual exercise dates were stored after a number
  of null dates. For most choices of day counter, this resulted in
  negative exercise times that were harmlessly discarded. For some
  day counters (e.g., ActualActual::Bond) the null dates caused an
  exception instead.
• Bug fix: properly account for CDS protection-start date.
  During bootstrap of the default-probability curve, the
  protection-start date was taken into account when calculating the
  coupon schedule of the underlying CDS but not when calculating its
  value (a few days of protection could be lost.)
  Also, sometimes the protection-start date was compared incorrectly
  to the accrual-start date leading to false positives when checking
  requirements.
• Bug fix: coupon pricers now properly check for the result of the
  dynamic_cast they perform.
  Previously, setting a pricer to a coupon of the wrong type would
  cause an access violation by dereferencing the null pointer
  returned by the failed cast.