Ok, I did a little more reading and it appears that in your case, you may need to upgrade from Quicken '06 to Quicken '07 first. There is a disclaimer on the Intuit website that says Quicken 2015 can only import from Quicken 2007 and up. You may still need to use QFEU to prepair your data once you migrate from '06 to '07. (BTW QFEU is a piece of software that's included with the install). Again, do all this under Snow Leopard first before you jump to Yosemite.
Intuit has been inconsistent with Mac versions and naming conventions. We went from Quicken 2005, to 2006, to 2007, then to Quicken Essentials (which was quite stripped down). I've heard Quicken 2015 referred to as "Quicken Essentials 2", but that's probably not a formal name. My recommendations are based on my experience with Essentials. I can't imagine Intuit made Quicken '15 more reverse compatible.
Good luck!