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🧮 LibItoFin v0.41.0

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@ptah-technical-app ptah-technical-app released this 11 Oct 01:39
· 320 commits to main since this release

0.41.0 (2026-10-11)

🎁 Features

  • asset-swap: add coherent checkpoint fixtures and documentation (64ba7ed)
  • bonds: add floating-rate bond core support (fada885)
  • crates: add asset-swap checkpoint 3 coverage (c2c7c2b)
  • crates: add floating-bond checkpoint 3/4 coverage (cec30d4)
  • crates: add floating-bond checkpoint 4/4 tests (a3ab352)
  • instruments: add asset swap instrument (6b237ed)
  • instruments: add plain Ibor cross-currency basis swaps (8a8715d)
  • instruments: add zero-coupon bond core support (7a619c0)
  • medium3_floating_bond: add floating-bond oracle fixtures (0ba5259)
  • medium3-mf-state: add coherent checkpoint 2/3 fixtures (e146431)
  • medium3-xccy-basis: add checkpoint 2 of 4 fixtures (b87b838)
  • mf-state: add standalone Gaussian state process (1ecb7b3)
  • processes: add standalone Gaussian MfStateProcess (191e584)
  • tests: add xccy-basis checkpoint 3/4 coverage (b211d92)
  • tests: add zero-coupon coherent checkpoint 2/3 coverage (7060496)
  • xccy-basis: add plain Ibor cross-currency basis swaps (b55b229)
  • zero-coupon: add coherent checkpoint documentation (65e8aff)

Go bindings

Install github.com/benbenbang/libitofin/sdk/go@v0.41.0 with Go 1.27.1. The native archives and SHA-256 checksums are attached below for Linux amd64, Linux arm64, macOS amd64, and macOS arm64. cgo, a C compiler, and the matching native package are required. See the installation guide.

Windows amd64 native Go package (GNU/MinGW) is available with its SHA-256 checksum; use a matching MinGW cgo compiler.