🧮 LibItoFin v0.47.0

0.47.0 (2026-11-03)

🎁 Features

• crates: override holiday_horizon in JointCalendar (#1351) (a093964), closes #1339 #1339
• credit: add survival jumps to PiecewiseDefaultCurve (cef342f), closes #1316
• termstructures: wire jump quotes into PiecewiseYieldCurve (b75c7ac), closes #1316

⚒️ Enhancement & Maintenance

• itofin-py: read calendar horizon from core holiday_horizon() (#1353) (f7c6639), closes #1340

♨️ CI, Workflows & Configs

• build: update macOS runners and Go toolchain (#1346) (6673825)

🪲 Bug Fixes

• crates: refresh curve before borrowing instrument in implied_quote (0161094), closes #1344
• crates: register SwapRateHelper spread handle with observer (f6e3e6c), closes #1347
• crates: return unset evaluation date as an error in CDS helpers (3996dea), closes #1332
• crates: return unset evaluation date as error not panic (e407f30), closes #1332
• crates: subscribe swap, OIS and FRA helpers to fixing history (c9fb1e5), closes #1349
• credit: bring curve up to date before borrowing the CDS helper (04248cb), closes #1344 #1350
• inflation: refresh term structure before borrowing in implied_quote (d894adc), closes #1344 #1350
• ratehelpers: update curve before borrowing swap in implied_quote (d95e40f), closes #1344

Go bindings

Install github.com/benbenbang/libitofin/sdk/go@v0.47.0 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.