Zero curve settlement day discount factor

[Chak Jack Wong]

Hi,
I am trying out the zero curve construction. However,  I found that the
discount factor at settlement days ( I set it 2 days ) is 1.  I think a
reasonable behaviour should have today's date's discount factor as 1.
Otherwise the overnight rate will be wrong.

Furthermore, a minor point, in the example swapvaluation.cpp the price
of the futures are all set to fut1price.  I guess we want different
prices for them:)

Is there a way to build a smoothed curve in 0.3 ?  Is there plan for
that?  I guess quadratic smoothing will be quite enough.

Thanks.
Jack