Teaser code

[Luigi Ballabio-4]

Hi all,
        latest developments on the cvs tree: the piecewise-flat-forward term
structure can now be linked to a set of rates (such as deposits' and
swaps') which trigger a new bootstrapping of the curve when any of them change.

As a teaser for what is in store for next release, I'm attaching the
swap-pricing example Nando contributed a few weeks ago, reworked so that it
uses the new curve. In particular, it is shown how changing the value of a
market rate triggers the recalculation of both the curve and a swap which
registered with the former.

Bye for now,
                Luigi