The mortalityTAbles.list and mortalityTables.load functions now have an additional parameter package, where one can give a third-party package that holds the dataset in extdata/MortalityTables_....R

CRAN requires that all parameters from the function signature (and only those parameters, no others!) are documented. If we want to document other parameters that are matched by ..., then one cannot use @param. So we simply created a nested list and explicitly list those params in a describe list.

Also rename the classes to mortalityTable.*

Also fix periodDeathProbabilities for valuationTable.trendProjection

Calls either plotValuationTables or plotValuationTablesCmparison, depending on whether the reference param was used

- Properly implement example table loading (function valuationTables.load) and listing all available tables (valuationTables.list).
- Add German risk life tables

Provide function to load sample tables provided by the package. Austrian tables are already properly loaded.

Basically the same as plotValuationTables, except that all mortality rates are normalized by a given mortality table and the y-axis is linear (not logarithmic). This allows easy comparison of tables.

Export the contract history (for contract changes) and the basic contract data time series (sum insured, premiums, durations, interest rate, etc.) over the whole contract period to Excel.

Implement premium waiver. In the contract class, when the premiums are waived, all future cash flows and derived preent values from that time on are recalculated. The premium-free sum insured is already known, as that is one column from the original reserves table.

Added flags to indicate that no further surrender penalty should be applied. Flag for alpha-cost refund has been added, but is no used yet.

In the premium waiver case, the premium cashflows from t onwards are set to 0, the gamma costs are set to gamma_nopremiums and no surrender penalty is applied any more. Apart from that, the present value and reserve calculation is exactly the same as in the original contract.

Add function to merge two matrices/data.frames, where one goes from time 0 to t-1, and the other from time t to the end in the resulting matrix/data.frame.

This is used later on when contract changes are done, because everything up to t-1 is from the old values, everything start at t is using the new contract data.

This implies that the arguments of the tariff functions' arguments need to follow the naming of the contract member functions!

Move all calculated contract data to its own list, so we can later on easily snapshot it for contract changes (i.e. we can simply copy contract$values rather than each individual variable holding any of the cached/calculated values)