
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).

