CDS ISDA pricing engine

[thrasibule]

This is a revival of issue lballabio/quantlib-old#143. I rebased @pcaspers CDS branch on top of current master here thrasibule/QuantLib@1070866 and fixed a couple bugs.
On top of fixing the original issue (adding an extra day to the last period of a cds schedule), this branch adds a new ISDA pricer for cds. Using this new pricer, I can now tie exactly the computations of cds upfronts with bloomberg and the JPM/Markit code. I think this would be a great addition to QuantLib. What's the best way of gettings this merged? I can try to squash the branch into a series of logical commits, but since @pcaspers and @japari did most of the work, I don't want to steal their thunder.

[pcaspers]

As far as I am concerned this sounds good, go ahead. Do we have test cases for the ISDA pricer comparing the QL results with some references?

[lballabio]

Yes, it's ok for me if you just open a PR without squashing.

[japari]

Hi, yes, needless to say, in the spirit of the endeavour here.
Good point Peter, I endorse it.
Best
pp

----- Original Message -----

As far as I am concerned this sounds good, go ahead. Do we have test
cases for the ISDA pricer comparing the QL results with some
references?

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[thrasibule]

Great, I'll try to submit a pull request today. Regarding reference cases, I'll add some tests based on the grids that Markit publish here: http://www.cdsmodel.com/cdsmodel/test-grids.html?

[pcaspers]

Some tests against these values would be perfect. Thanks a lot for your work on this.