New version: CharFuncPricing v0.4.1

[JuliaRegistrator]

• Registering package: CharFuncPricing
• Repository: https://github.com/jherekhealy/CharFuncPricing.jl
• Created by: @jherekhealy
• Version: v0.4.1
• Commit: e6b64b2d91979ceb6b428dcbe1551df1a439c7d1
• Reviewed by: @jherekhealy
• Reference: jherekhealy/CharFuncPricing.jl@e6b64b2#commitcomment-151783659
• Description: Julia package to provide reference European option prices for stochastic volatility models with a known characteristic function, such as the Heston stochastic volatility model.
• Release notes:

## Breaking changes
- adaptive cos pricing now uses Junike estimate.

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[jherekhealy]

[merge approved]