Main changes for QuantLib-SWIG 1.14

===================================

More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/7?closed=1>.

- Dropped support for Visual Studio 2008.
- Exported the `Calendar::holidayList` method (thanks to Piotr Siejda).
- Exported Thailand calendar (thanks to Matthias Groncki).
- Exported the `InterpolatedSurvivalProbabilityCurve` class (thanks to
  Matthias Lungwitz).
- Exported the `SmileSection` base class and a few derived classes
  (thanks to Matthias Lungwitz).
- Exported Bibor and THBFIX indices (thanks to Matthias Groncki).
- Exported the `force_overwrite` parameter from the `Index::addFixing`
  method (thanks to Wojciech Slusarski).
- Exported CMS-spread coupons and leg (thanks to Matthias Lungwitz).
- Added protection start date argument to `CreditDefaultSwap`
  constructor (thanks to GitHub user pschaefers).
- Exported the `MakeVanillaSwap` class (thanks to Matthias Groncki).
- Exported the `IsdaCdsEngine` class and added Python example (thanks to
  Weston Steimel and GitHub user aliallday).
- Exported the `COSHestonEngine` class (thanks to Klaus Spanderen).
- Exported the `SwingOption` class and related classes and added Python
  and Scala examples (thanks to Klaus Spanderen).
- Added Python example for Gaussian 1D model (thanks to Angus Lee).
- Added option to use the `AutoCloseable` interface in the Java wrappers
  instead of finalizers.  Use the `--enable-java-autocloseable`
  configure switch to enable the interface.  The separate switch
  `--disable-java-finalizer` disables finalizers entirely, and should
  be used with caution.

QuantLib-SWIG release 1.13.

Update changelog and news.

QuantLib-SWIG release 1.11.

QuantLib-SWIG release 1.10.

Use print syntax compatible with Python 3.5.

Change forecast for release date.

Update changelog.

Update changelog and news.

Update changelog.