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馃М LibItoFin v0.43.0

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@ptah-technical-app ptah-technical-app released this 13 Oct 06:29
· 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.