Updated news for QuantLib 1.3.

News.txt

@@ -1,17 +1,17 @@
 
-Release 1.2 - March 2012
-Notable changes since release 1.1:
-- in sync with QuantLib 1.2;
-- migrated to SWIG 2.0.4;
-- prevented segmentation faults in Perl module;
-- exported missing constructors for MersenneTwisterUniformRng
-  and KnuthUniformRng;
-- exported IncrementalStatistics;
-- exported bespoke calendar (thanks to Henner Heck);
-- exported weekend-only calendar;
-- exported more coupon methods (thanks to Henner Heck);
-- exported more distributions (thanks to Tawanda Gwena);
-- exported CMS coupons (thanks to Lluis Pujol Bajador);
-- exported asset-swap functionality (thanks to Lluis Pujol Bajador);
-- exported a few InflationIndex methods;
-- added keyword arguments to a few Python constructors.
+Release 1.3 - July 2013
+Notable changes since release 1.2:
+- in sync with QuantLib 1.3;
+- migrated to SWIG 2.0.10;
+- added FRA interface and Java example (thanks to Tawanda Gwena and
+  Francis Duffy);
+- added possibility to manually disable build for specific modules;
+- exported a couple of CashFlows functions (thanks to Sergio Villar de María);
+- exported BondFunctions class (thanks to Simon Shakeshaft);
+- overloaded operators for date algebra and comparisons in C# (thanks
+  to Simon Shakeshaft);
+- added Bates implied volatility surface example for R (thanks to
+  Klaus Spanderen and Dirk Eddelbuettel);
+- added bonds example for R (thanks to Dirk Eddelbuettel);
+- expanded european-option example for R (thanks to Dirk Eddelbuettel).
+