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馃М LibItoFin v0.43.0
·
217 commits
to main
since this release
0.43.0 (2026-10-13)
馃巵 Features
- bond-analytics: add C ABI and Go bond analytics bindings (3ee3241)
- bonds: add C ABI and Go bond foundation (95bfee7)
- callable-bond: add callable implied volatility (677cd00)
- callable-bond: add effective sensitivities (ea3d01a)
- floating-bonds: add C ABI and Go floating-rate bond support (f4aedf7)
- instruments: add callable OAS inversion (0be3989)
- libitofin: add immutable callable-bond spread probes (5b777fa)
- medium6_callable_iv: add callable volatility oracle support (0cfdbe8)
- processes: add bare factor g2 process (6732c3f)
- python: add bond yield and Z-spread analytics (14c73d3)
- python: add fixed and zero bond bindings (4b7d27a)
- python: add floating-rate bond bindings (fe5e5e0)
- src: add Black European callable bond engine (6a0d681)
鈿掞笍 Enhancement & Maintenance
- libitofin: share guarded callable settlement calculation (b3c2abe)
馃 Bug Fixes
- bond: normalize forward yield in Black callable pricing (043915a)
- g2: retain loading and cross covariance under correlation underflow (7898906)
Go bindings
Install github.com/benbenbang/libitofin/sdk/go@v0.43.0 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.