diff --git a/SWIG/daycounters.i b/SWIG/daycounters.i
index 632714f1c..3e5d68b42 100644
--- a/SWIG/daycounters.i
+++ b/SWIG/daycounters.i
@@ -71,6 +71,7 @@ namespace QuantLib {
       public:
         Actual366(const bool includeLastDay = false);
     };
+    class Actual365NoLeap : public DayCounter {};
     class Actual36525 : public DayCounter {
       public:
         Actual36525(const bool includeLastDay = false);
diff --git a/SWIG/indexes.i b/SWIG/indexes.i
index a996107d0..2e6da5f4c 100644
--- a/SWIG/indexes.i
+++ b/SWIG/indexes.i
@@ -447,6 +447,7 @@ export_xibor_instance(Mosprime);
 export_xibor_instance(NZDLibor);
 export_xibor_instance(Pribor);
 export_xibor_instance(Robor);
+export_xibor_instance(NOKNibor);
 export_xibor_instance(SEKLibor);
 export_xibor_instance(Shibor);
 export_xibor_instance(Tibor);
diff --git a/SWIG/interpolation.i b/SWIG/interpolation.i
index 615d8fc56..e536ce772 100644
--- a/SWIG/interpolation.i
+++ b/SWIG/interpolation.i
@@ -140,6 +140,18 @@ using QuantLib::Cubic;
 using QuantLib::Bicubic;
 using QuantLib::ConvexMonotone;
 using QuantLib::DefaultLogCubic;
+using QuantLib::LinearThenFlat;
+using QuantLib::Cubic__SplineOvershootingMinimization1;
+using QuantLib::Cubic__SplineOvershootingMinimization2;
+using QuantLib::Cubic__FritschButland_monotonic;
+using QuantLib::Cubic__FritschButland_nonMonotonic;
+using QuantLib::Cubic__Kruger;
+using QuantLib::Cubic__MonotonicKruger;
+using QuantLib::Cubic__MonotonicParabolic;
+using QuantLib::Cubic__Monotonic_NaturalSpline;
+using QuantLib::Cubic__NaturalSpline;
+using QuantLib::Cubic__Akima;
+using QuantLib::Cubic__Parabolic;
 
 class MonotonicCubic : public Cubic {
   public:
@@ -267,6 +279,7 @@ struct MixedInterpolation {
 struct BackwardFlat {};
 struct ForwardFlat {};
 struct Linear {};
+struct LinearThenFlat {};
 struct LogLinear {};
 struct Cubic {
     #if !defined(SWIGJAVA) && !defined(SWIGCSHARP)
@@ -311,6 +324,17 @@ struct ParabolicCubic : Cubic {};
 struct MonotonicParabolicCubic : Cubic {};
 struct LogParabolicCubic : LogCubic {};
 struct MonotonicLogParabolicCubic : LogCubic {};
+struct Cubic__SplineOvershootingMinimization1{};
+struct Cubic__SplineOvershootingMinimization2{};
+struct Cubic__FritschButland_monotonic{};
+struct Cubic__FritschButland_nonMonotonic{};
+struct Cubic__Kruger {};
+struct Cubic__MonotonicKruger {};
+struct Cubic__MonotonicParabolic {};
+struct Cubic__Monotonic_NaturalSpline {};
+struct Cubic__NaturalSpline {};
+struct Cubic__Akima {};
+struct Cubic__Parabolic {};
 
 %define make_mixed_linear_cubic(T)
 %{
diff --git a/SWIG/piecewiseyieldcurve.i b/SWIG/piecewiseyieldcurve.i
index 755a4152e..b7b84dcff 100644
--- a/SWIG/piecewiseyieldcurve.i
+++ b/SWIG/piecewiseyieldcurve.i
@@ -31,6 +31,7 @@ using QuantLib::Discount;
 using QuantLib::ZeroYield;
 using QuantLib::ForwardRate;
 using QuantLib::PiecewiseYieldCurve;
+using QuantLib::SimpleZeroYield;
 %}
 
 %{
@@ -178,6 +179,32 @@ export_piecewise_curve(PiecewiseMonotonicParabolicCubicZero,ZeroYield,MonotonicP
 export_piecewise_curve(PiecewiseLogParabolicCubicDiscount,Discount,LogParabolicCubic);
 export_piecewise_curve(PiecewiseMonotonicLogParabolicCubicDiscount,Discount,MonotonicLogParabolicCubic);
 
+export_piecewise_curve(PiecewiseForwardRateBackward,ForwardRate,BackwardFlat);
+export_piecewise_curve(PiecewiseForwardRateLinear,ForwardRate,Linear);
+export_piecewise_curve(PiecewiseForwardRateCubic,ForwardRate,Cubic);
+
+export_piecewise_curve(PiecewiseZeroYieldBackward,ZeroYield,BackwardFlat);
+export_piecewise_curve(PiecewiseZeroYieldForward,ZeroYield,ForwardFlat);
+export_piecewise_curve(PiecewiseZeroYieldLinear,ZeroYield,Linear);
+export_piecewise_curve(PiecewiseZeroYieldLinearThenFlat,ZeroYield,LinearThenFlat);
+export_piecewise_curve(PiecewiseZeroYieldCubic,ZeroYield,Cubic);
+
+export_piecewise_curve(PiecewiseZeroYield_Cubic__SplineOvershootingMinimization2, ZeroYield,Cubic__SplineOvershootingMinimization2 );
+export_piecewise_curve(PiecewiseZeroYield_Cubic__FritschButland_monotonic, ZeroYield,Cubic__FritschButland_monotonic);
+export_piecewise_curve(PiecewiseZeroYield_Cubic__Kruger, ZeroYield,Cubic__Kruger);
+export_piecewise_curve(PiecewiseZeroYield_Cubic__MonotonicKruger, ZeroYield,Cubic__MonotonicKruger );
+export_piecewise_curve(PiecewiseZeroYield_Cubic__MonotonicParabolic, ZeroYield,Cubic__MonotonicParabolic );
+export_piecewise_curve(PiecewiseZeroYield_Cubic__Monotonic_NaturalSpline, ZeroYield,Cubic__Monotonic_NaturalSpline);
+export_piecewise_curve(PiecewiseZeroYield_Cubic__NaturalSpline, ZeroYield,Cubic__NaturalSpline );
+export_piecewise_curve(PiecewiseZeroYield_Cubic__Parabolic, ZeroYield,Cubic__Parabolic );
+export_piecewise_curve(PiecewiseZeroYield_Cubic__SplineOvershootingMinimization1, ZeroYield,Cubic__SplineOvershootingMinimization1 );
+
+export_piecewise_curve(PiecewiseDiscountLogLinear,Discount,LogLinear);
+export_piecewise_curve(PiecewiseDiscountLinear,Discount,Linear);
+export_piecewise_curve(PiecewiseDiscountCubic,Discount,Cubic);
+
+export_piecewise_curve(PiecewiseYieldSimpleZeroYieldCurveLinear,SimpleZeroYield,Linear);
+
 
 // global boostrapper
 // hard-coded to linearly-interpolated, simply-compounded zero rates for now
diff --git a/SWIG/ratehelpers.i b/SWIG/ratehelpers.i
index 5b380fb18..972c42809 100644
--- a/SWIG/ratehelpers.i
+++ b/SWIG/ratehelpers.i
@@ -38,6 +38,7 @@ using QuantLib::DepositRateHelper;
 using QuantLib::FraRateHelper;
 using QuantLib::FuturesRateHelper;
 using QuantLib::SwapRateHelper;
+using QuantLib::GenericRateHelper;
 using QuantLib::BondHelper;
 using QuantLib::FixedRateBondHelper;
 using QuantLib::OISRateHelper;
@@ -50,6 +51,7 @@ using QuantLib::MtMCrossCurrencyBasisSwapRateHelper;
 using QuantLib::IborIborBasisSwapRateHelper;
 using QuantLib::OvernightIborBasisSwapRateHelper;
 using QuantLib::MultipleResetsSwapRateHelper;
+using QuantLib::Compounding;
 %}
 
 %shared_ptr(RateHelper)
@@ -341,6 +343,20 @@ class BondHelper : public RateHelper {
     ext::shared_ptr<Bond> bond();
 };
 
+%shared_ptr(GenericRateHelper)
+class GenericRateHelper : public RateHelper {
+  public:
+    GenericRateHelper(const Handle<Quote>& rate,
+                      const Date& settlementDate,
+                      const Date& refDate,
+                      const DayCounter& dayCounter,
+                      const Compounding& comp,
+                      const Frequency& frequency,
+                      const bool &extrapolate);
+
+    Real impliedQuote() const;
+};
+
 %shared_ptr(FixedRateBondHelper)
 class FixedRateBondHelper : public BondHelper {
   public:
diff --git a/SWIG/zerocurve.i b/SWIG/zerocurve.i
index 8ce8f9848..f5e0932d6 100644
--- a/SWIG/zerocurve.i
+++ b/SWIG/zerocurve.i
@@ -82,6 +82,10 @@ deprecate_feature(KrugerZeroCurve, CubicZeroCurve);
 #else
 %template(KrugerZeroCurve) InterpolatedZeroCurve<Kruger>;
 #endif
+%shared_ptr(InterpolatedZeroCurve<LinearThenFlat>);
+%shared_ptr(InterpolatedZeroCurve<ForwardFlat>);
+%template(ZeroCurveLinearThenFlat) InterpolatedZeroCurve<LinearThenFlat>;
+%template(ZeroCurveForwardFlat)    InterpolatedZeroCurve<ForwardFlat>;
 %template(ParabolicCubicZeroCurve) InterpolatedZeroCurve<ParabolicCubic>;
 %template(MonotonicParabolicCubicZeroCurve) InterpolatedZeroCurve<MonotonicParabolicCubic>;