new method implied underlying

[Xavier.Abulker]

Hello Quantlib,
I've added a new method impliedUnderlying for European Option with discrete
dividends.

The aim of the method is to retreive the underlying price given the option
price. Similar to implied  volatility.

It looks useless but it's needed to developp the Geske Johnson
approximation for American Option.
Could you please integrate this enhancement for a future release of
Quantlib?

The American option approximation is coming next.
thanks
Xavier

(See attached file: singleassetoption.hpp)(See attached file:
europeanengine.hpp)(See attached file: singleassetoption.cpp)(See attached
file: europeanengine.cpp)


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