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🧮 LibItoFin v0.46.0

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@ptah-technical-app ptah-technical-app released this 31 Oct 00:02
· 22 commits to main since this release
v0.46.0
f166449

0.46.0 (2026-10-31)

🎁 Features

  • calendar: add holiday_horizon to CalendarImpl and Calendar (6526acb), closes #1333
  • crates: add PiecewiseDefaultCurve::moving settlement-days ctor (#1327) (a28be4b), closes #1316 #1318 #1304
  • crates: add with_jumps to InterpolatedDiscountCurve (94fd7c6), closes #1319 #1320 #1315 #1315
  • crates: add yield curve jump quotes for the turn-of-year effect (fb33044), closes #1316 #1319 #1320 #1315
  • curve: add PiecewiseYieldCurve.moving for a shared Settings roll (7df6fd4), closes #1303
  • curves: add moving-reference piecewise curves across the FFI and Go (5771334), closes #1317 #1303 #1303
  • itofin-py: collect unreachable direct bootstrap callback cycles (#1331) (1a6d9b4), closes #1311 #1311
  • itofin-py: give each consumer its own link to a locally built curve (74d0acc)
  • libitofin: add matrix bucketAnalysis for ragged quotes (5f77ce0), closes #1324 #1307
  • libitofin: add parameter sensitivity forms of bucketAnalysis (a915098), closes #1307
  • pricingengines: report the seed every MC calculation used (9b838aa), closes #1308
  • randomnumbers: expose the resolved seed of pseudo-random generators (5adda22), closes #1308
  • randomnumbers: report the seed each RNG actually used (7295e19), closes #1308
  • risk: add bump-and-reprice parallel and bucket sensitivities (a1524bf)
  • risk: add itofin.risk with sensitivity and bucket analysis (cae36c3), closes #1322 #1306
  • sensitivity: add bucket PV01 across quotes for C and Go (29824d7), closes #1322 #1306
  • sensitivity: add parallel PV01 across quotes via FFI and Go SDK (e088888), closes #1322 #1306
  • termstructures: add moving PiecewiseYieldCurve constructors (d949271)
  • termstructures: observe the evaluation date upstream of a moving curve (fb1a1b5)

♨️ CI, Workflows & Configs

  • crates: pin QMC seed-0 golden with relative tolerance (36af7ac), closes #1308

🪲 Bug Fixes

  • calendars: drop horizon panics so dates fall through like QuantLib (b9ebc12), closes #1333
  • termstructures: observe exogenous discounting curve in rate helpers (#1343) (a75de01), closes #1338

Go bindings

Install github.com/benbenbang/libitofin/sdk/go@v0.46.0 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.

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