Readme updates

Merge pull request #3 from auto-differentiation/bugfix/global-tape-re…
…ference
Ensure a single global tape between xad-autodiff and QuantLib-Risks

Bump version to 1.33.1

Main changes for QuantLib-SWIG 1.33
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/26?closed=1>.
- Exported Burley 2020 Sobol generator (@lballabio).
- Allowed different calendars and frequencies for different legs in
  `OISRateHelper`; thanks to Eugene Toder (@eltoder).
- Exported convex-monotone forward-rate curve (@lballabio).
- Exported support for angled contour shift integrals in Heston model;
  thanks to Klaus Spanderen (@klausspanderen).
- Allowed negative payment lag in swap legs; thanks to Fredrik Gerdin
  Börjesson (@gbfredrik).
- Exported `reset` method in calendars; thanks to Fredrik Gerdin
  Börjesson (@gbfredrik).
- Added Python tests for `BondFunctions`; thanks to Francois Botha
  (@igitur).

Main changes for QuantLib-SWIG 1.32
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/25?closed=1>.
- Avoid using the deprecated `distutils` module for the Python
  wrappers; `setuptools` is now required for building (@lballabio).
- Exported `LastFixingQuote`; thanks to Eugene Toder (@eltoder).
- Added `redemptions` and `paymentLag` arguments to amortizing bond
  constructors; thanks to Gyan Sinha (@gyansinha).
- Exported utility function to simplify notification graph (@lballabio).
- Exported a few exotic options (Margrabe, compound, chooser) and
  related engines (@lballabio).
- Exported new constructor for OIS (@lballabio).
- Exported missing parameters for iterative bootstrap (@lballabio).
- Exported Xoshiro256** RNG (@lballabio).

Changes for QuantLib-SWIG 1.31.1
================================
QuantLib-SWIG 1.31.1 is a bug-fix release for version 1.31.
It includes a change in the underlying C++ library that fixes a
regression that could cause a segmentation fault when bootstrapping an
interest-rate curve using OIS rates.

Main changes for QuantLib-SWIG 1.31
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/24?closed=1>.
- **Removed** deprecated features no longer available in the
  underlying C++ library:
  - The `CPICoupon` constructor taking a number of fixing days and its
    `adjustedFixing` method.
  - The `withFixingDays` methods of `CPILeg`.
  - The `ZeroInflationCashFlow` constructor taking a calendar and
    business-day convention.
  - The `LexicographicalView` class.
- Exported new U.S. SOFR calendar (@lballabio).
- Exported new constructors and `indexRatio` method for `CPICoupon`
  (@lballabio).
- Exported new constructors and `underlyingIndex` method for
  `YoYInflationIndex` (@lballabio).
- Exported new constructors for `ForwardRateAgreement` (@lballabio).
- Rework Python tests to follow standard conventions; thanks to Eugene
  Toder (@eltoder).
- Updated constructor of `DatedOISRateHelper` to take new parameters;
  thanks to Eugene Toder (@eltoder).
- Exported missing currencies and crypto; thanks to Fredrik Gerdin
  Börjesson (@gbfredrik).
- Exported `LogMixedLinearCubic` interpolator and corresponding
  discount curves; thanks to Eugene Toder (@eltoder).
- Exported `ArithmeticAverageOIS` and the corresponding rate helper;
  thanks to Eugene Toder (@eltoder).
- Exported a few missing inspectors for `Swap`; thanks to Eugene Toder
  (@eltoder).
- Exported CORRA, SWESTR and DESTR indexes; thanks to Fredrik Gerdin
  Börjesson (@gbfredrik).
- Exported new constructor and Python tests for `JointCalendar`;
  thanks to Fredrik Gerdin Börjesson (@gbfredrik).
- Exported new LazyObject interface (@lballabio).
- Added Python examples for callable bonds and caps; thanks to Nijaz
  Kovacevic (@NijazK).
- Added convenience methods `of` and `toLocalDate` to Java wrappers
  that convert QuantLib dates from and to `java.time.LocalDate`; and
  example is provided.  Thanks to Ralf Konrad (@ralfkonrad).

Main changes for QuantLib-SWIG 1.30
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/23?closed=1>.
- **Removed** deprecated features no longer available in the
  underlying C++ library:
  - the `WulinYongDoubleBarrierEngine` alias for `SuoWangDoubleBarrierEngine`;
  - the `spotIncome` and `spotValue` methods of `ForwardRateAgreement`;
  - constructors for `InterpolatedZeroInflationCurve` and
    `PiecewiseZeroInflationCurve` taking an `indexIsInterpolated`
    parameter;
  - the `indexIsInterpolated` method of `InflationTermStructure`;
  - some overloaded constructors of `SofrFutureRateHelper`.
- **Renamed** `SwaptionVolCube1` to `SabrSwaptionVolatilityCube` and
  `SwaptionVolCube2` to `InterpolatedSwaptionVolatilityCube`, as in
  the underlying C++ library; the old names remain available in Python
  but not in other languages.
- Exported new `EquityCashFlow`, `EquityIndex` and
  `EquityTotalReturnSwap` classes with a few tests; thanks to Marcin
  Rybacki (@marcin-rybacki).
- Exported constructors for vanilla and barrier pricing engines taking
  discrete dividends; this makes `DividendVanillaOption` and
  `DividendBarrierOption` obsolete (@lballabio).
- Exported new calendars for Austria, Botswana and Romania; thanks to
  Fredrik Gerdin Börjesson (@gbfredrik).
- Exported new ASX calendar for Australia (@lballabio).
- Exported `FixedLocalVolSurface` and `GridModelLocalVolSurface`
  classes with a test; thanks to Klaus Spanderen (@klausspanderen).
- Exported new CPICoupon constructors (@lballabio).
- Exported UKHICP index (@lballabio).
- Exported a few African currencies (@lballabio).

Main changes for QuantLib-SWIG 1.29
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/22?closed=1>.
- Enabled autodoc feature in Python; exported methods and classes have
  now docstrings reporting their interface and the types of the parameters.
- Enabled CI build and tests for the R wrappers; thanks to @AndLLA.
- **Removed** deprecated features no longer available in the
  underlying C++ library:
  - the constructor of `UnitedStates` missing an explicit market;
  - the `nominalTermStructure` method of `InflationTermStructure`;
  - the `CrossCurrencyBasisSwapRateHelper` class.
- Added `compounding` and `compoundingFrequency` parameters to
  `FixedRateLeg` (@lballabio).
- Exported `CashFlows::npvbps` method (@lballabio).
- Exported `baseFixing` and `indexFixing` methods in `IndexedCashFlow`
  (@lballabio).
- Exported new constructors for zero-inflation indexes (@lballabio).
- Exported missing arguments in `CreditDefaultSwap` constructor (@lballabio).
- Exported `Nearest` business-day convention (@lballabio).
- Exported `AmortizingCmsRateBond`; thanks to @chenyanlann.
- Exported `QuantoBarrierOption` and `QuantoBarrierEngine`; thanks to
  @chenyanlann.
- Avoided out-of-bound access to `Matrix` elements (@lballabio).
- Exported a number of LMM-related classes (@lballabio).
- Exported YoY inflation coupons and related classes (@lballabio).
- Exported the `CPI::laggedFixing` method; thanks to Marcin Rybacki
  (@marcin-rybacki).
- Exported `QdPlusAmericanEngine`, `QdFpAmericanEngine` and related
  classes; thanks to Klaus Spanderen (@klausspanderen).
- Added Python test case for Andreasen-Huge local volatility; thanks
  to Klaus Spanderen (@klausspanderen).

Main changes for QuantLib-SWIG 1.28
===================================
More details on the changes are available in ChangeLog.txt and at
<https://github.com/lballabio/QuantLib-SWIG/milestone/21?closed=1>.
- **Removed** deprecated features no longer available in the
  underlying C++ library:
  - the constructors of `ZeroCouponInflationSwap` and
    `ZeroCouponInflationSwapHelper` missing an explicit CPI
    interpolation type;
  - the constructors of `ActualActual` and `Thirty360` missing an
    explicit choice of convention.
- **Renamed** `RelinkableYoYOptionletVolatilitySurface` to
  `RelinkableYoYOptionletVolatilitySurfaceHandle`.  The old name is
  still available in Python as deprecated. Currently we have no way to
  do so in other languages.
- Added an implicit conversion in C# from `bool` to
  `boost::optional<bool>`, making it possible to pass parameters of
  this type.  Python already had typemaps defined.  Other languages
  can pass `OptionalBool(b)` where `b` is the desired bool.
- Exported the `Gaussian1dCapFloorEngine` class; thanks to @jacek-bator.
- Exported `LazyObject` methods in `PiecewiseYieldCurve`; thanks to
  Francois Botha (@igitur).
- Exported Act/366 and Act/365.25 day counters; thanks to Ignacio
  Anguita (@IgnacioAnguita).
- Exported `PartialTimeBarrierOption` class and related engine; thanks
  to Ignacio Anguita (@IgnacioAnguita).
- Added missing `operator-` to `Date` in C#.
- Added a few default parameters to the `SABRInterpolation` constructor.
- Exported new constructor for `SabrSmileSection`.
- Exported new `sinkingSchedule` and `sinkingNotionals` functions.
- Exported new overload for `CallableBond::impliedVolatility`.
- Exported missing end-of-month optional parameter for `OISRateHelper`
  constructor.