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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.

Full Changelog: QuantLib-SWIG-v1.27...QuantLib-SWIG-v1.28