🧮 LibItoFin v0.51.0

0.51.0 (2026-11-10)

⚠ BREAKING CHANGES

• interestrate: composite compoundings (SimpleThenCompounded, CompoundedThenSimple) now return an error outside the CashFlows yield methods. Affected: Rust InterestRate::{compound_factor*, discount_factor*, implied_rate*, equivalent_rate*}, FlatForward and zero_rate/forward_rate with composite, ZeroSpreadedTermStructure, CashFlows::{npv_at_z_spread, z_spread}, BondFunctions::z_spread, callable oas/clean_price_oas/effective_duration/effective_convexity; C itofin_bond_z_spread, itofin_cashflows_*z_spread, itofin_callable_bond_*oas, itofin_callable_bond_effective_{duration,convexity}; Go CleanPriceAtZSpread/DirtyPriceAtZSpread/ZSpread, callable OAS and EffectiveDuration/EffectiveConvexity; Python z_spread, *_at_z_spread, npv_at_z_spread, oas, clean_price_oas, effective_duration, effective_convexity. Compounding enum values 3/4 are kept.
• basis-helpers: OvernightIborBasisSwapRateHelper now builds both legs backward from the unadjusted spot + tenor; maturity is the schedule end and the pillar also covers the last payment and the overnight index maturity off the last fixing. No signature change; the helper has no Go/Python/C binding.
• basis-helpers: IborIborBasisSwapRateHelper now builds both legs backward from the unadjusted spot + tenor; maturity, pillar and implied basis move for every default helper (Go NewIborIborBasisSwapRateHelper, Python IborIborBasisSwapRateHelper). No signature change.
• statistics: remove the public MAX_SEQUENCE_ROWS and MAX_SEQUENCE_COMPONENTS constants; SequenceStatistics no longer caps the row count (QuantLib behaviour). itofin_benchmark_beta drops its 100000-row check. (#1374)

📖 Behavior changes

not breaking, but worth knowing:

• #1407: on a weekend or holiday evaluation date, spot and start dates for MakeOIS, MakeVanillaSwap with explicit settlement days, and the Deposit, FRA and BMA helpers can move by one day.
• #1412: OptionletStripper2 now accepts Normal vols, and its spreads match v1.44.
• #1410/#1411: the calendar holiday tables are updated to v1.44.

🎁 Features

• basis-helpers: build basis swap legs backward from unadjusted spot (c780866), closes #1423 #1408
• basis-helpers: build overnight-Ibor basis legs backward to v1.44 (2b225bd), closes #1423 #1408
• crates: add C ABI for parameter sensitivity analysis (#1444) (110e6d4), closes #1360
• crates: add jumps to named Piecewise curve constructors (47a8849), closes #1388 #1388 #1388
• crates: add with_jumps_and_compounding to InterpolatedZeroCurve (efeab94), closes #1379 #1379
• curves: add jump support to Go SDK node curves (29c6607), closes #1388
• go: add Quote interface with derived and composite quotes (e4bbc6d), closes #1359
• indonesia: extend holiday tables through 2026 (0ed8978), closes #1411 #1411
• interestrate: add discount factor first and second derivatives (ec6ca33), closes #1405 #1405
• itofin-py: add optional jumps to node curve constructors (1793ab8), closes #1388
• libitofin-ffi: add derived and composite quotes to the C ABI (e0736a5), closes #1359
• libitofin-ffi: add node curve with jumps C ABI twin (f53a643), closes #1388
• optionlet: route Stripper2 pricing by source volatility type (3996ccb), closes #1412 #1412
• quotes: add Quote base with DerivedQuote and CompositeQuote (b28b1fa), closes #1359 #1359
• saudi-arabia: adopt QuantLib v1.44 Eid windows and Founding Day (e5f12ac), closes #1411
• statistics: remove fixed row and component caps from SequenceStatistics (#1431) (f29c5f9), closes #1374 #1374
• termstructures: add GlobalBootstrap::with_initial_guess_fn override (c330779), closes #1409
• termstructures: seed GlobalBootstrap from Traits::globalGuess (a38e732), closes #1409 #1409

♨️ CI, Workflows & Configs

• bond-analytics-native: add fixture generator for bond analytics (bf76ae3), closes #1405

🪲 Bug Fixes

• cashflows: port QuantLib 1.44 stepwise yield analytics (b53a39a), closes #1405 #1406
• crates: align Indonesia calendar with QuantLib v1.44 (8965ffb), closes #1411
• crates: sync calendars with QuantLib v1.44 holiday tables (68f15d8), closes #1421 #1410 #1410
• example: align python commit-msg regex with root config (#1436) (2106ce0), closes #1431 #1434
• instruments: count settlement days from unadjusted evaluation date (befee59), closes #1423 #1407
• interestrate: reject composite compoundings outside CashFlows (QuantLib 1.44) (7eb919c), closes #1406
• optionlet: adjust exactly leg.size() optionlets in stripper2 (cafaf56), closes #1412
• optionlet: port v1.44 OptionletStripper2 bracketed spread solve (36c862f), closes #1412
• optionlet: propagate solve objective errors and tigh...

🧮 LibItoFin v0.50.0

0.50.0 (2026-11-09)

⚠ BREAKING CHANGES

• libitofin-ffi: McConfig grows by two int32_t fields; C callers must
  rebuild against the regenerated itofin.h.

🎁 Features

• go: add Brownian bridge and control variate MC config fields (6982880), closes #1364 #1362 #1363 #1364
• go: add cash-dividend vanilla engines to Go SDK (f7fa2b7), closes #828 #1370
• go: add local volatility wrappers and process construction (2f64d55), closes #1365 #1366
• itofin-py: add bicubic interpolation to BlackVarianceSurface (84d3db7), closes #624 #1365 #1399 #1399
• itofin-py: expose brownian bridge and control variate on MC engines (7a9ec38), closes #453 #1362 #1363 #1364 #1364
• libitofin-ffi: add bicubic choice to black variance surface (7cf2658), closes #1365 #1399
• libitofin-ffi: add C ABI for local volatility surfaces (c593e17), closes #1365 #1366
• libitofin-ffi: add cash-dividend FD and analytic engine exports (1401b80), closes #828 #1369 #1370
• libitofin-ffi: add itofin_local_vol_curve_new C export (294a648), closes #624 #1366
• libitofin-ffi: expose brownian bridge and control variate in McConfig (c261904), closes #1362 #1363 #1364
• py: add cash-dividend FD and analytic dividend engines (4918210), closes #828 #1370
• termstructures: add local volatility Python facade (453243c), closes #1365 #624 #828 #1366
• vol: add Interpolation choice to BlackVarianceSurface (efeac3b), closes #1365 #1399

🪲 Bug Fixes

• ci: build the sdist before the manylinux wheel (#1397) (222d11d)

Go bindings

Install github.com/bitbrew-dev/libitofin/sdk/go@v0.50.0 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.

🧮 LibItoFin v0.49.0

0.49.0 (2026-11-08)

⚠ BREAKING CHANGES

• core: change github owner from personal to team (#1393)

‼️ Important Note

• Go module path moved: github.com/benbenbang/libitofin/sdk/go is now
  github.com/bitbrew-dev/libitofin/sdk/go. Update your imports and run go get github.com/bitbrew-dev/libitofin/sdk/go@v0.49.0. The old path fails with a module path mismatch
  from v0.49.0 on. Rust (libitofin on crates.io) and Python (itofin on PyPI) package names are
  unchanged.

🎁 Features

• core: change github owner from personal to team (#1393) (9726c3c)
• crates: combine jumps with an explicit bootstrap on PiecewiseYieldCurve (ddac81b), closes #1320
• credit: add moving and jumped PiecewiseDefaultCurve bindings (76d8e00), closes #1318 #1321
• credit: expose PiecewiseDefaultCurve jumped and moving constructors in Python (e35bccf), closes #1318 #1321
• curve: add Python yield-curve discount jumps (d27393f), closes #1320
• fdm: wire Spot cash-dividend model into FdBlackScholesVanillaEngine (9c4746b), closes #828 #636 #1369
• libitofin-ffi: add C ABI for yield-curve discount jumps (857a407), closes #1320
• market: add Black-Scholes process over a linked spot quote (087210c), closes #1322
• montecarlo: port the PathGenerator Brownian bridge branch (15221f3), closes #1362
• pricingengines: add Brownian bridge to the MC European builder (d1595d2), closes #1362 #453 #453 #1362 #1362
• pricingengines: add control variate to MCAmericanEngine (7324724), closes #1363 #1363
• risk: accept swaptions and cap/floors in sensitivity analysis (d06a878), closes #1322 #1322 #1322
• risk: add bucket_analysis_matrix for ragged quote matrices (674afd1), closes #1324 #1324
• sensitivity: add bucket analysis over ragged quote matrix (e26b56f), closes #1324
• sensitivity: add KeyRateAnalysis for labelled key-rate reports (cf9c1cd), closes #1323
• sensitivity: extend bump-and-reprice to options, swaptions, cap/floors and CDS (f81fabb), closes #1322 #1322
• src: add cash-dividend branch to vanilla_composite (8707e9d), closes #1369 #1367
• src: add control-variate plumbing through the Monte Carlo path (fb1546f), closes #1363 #1363
• termstructures: add jumps to InterpolatedSimpleZeroCurve (8ee69ea), closes #1320 #1319
• utilities: port FdmDividendHandler cash-dividend step condition (46a4d0f), closes #1367
• vanilla: port AnalyticDividendEuropeanEngine (67a1ac3), closes #1368
• yield-jumps: add Go SDK yield-curve jumps and curve-jumps accessor (e28fcf4), closes #1320
• yields: add discount jumps to zero and forward curves (c6b18ae), closes #1319

⚒️ Enhancement & Maintenance

• itofin-py: hold VanillaOption by shared handle for risk (a1c6399), closes #1322 #1322

♨️ CI, Workflows & Configs

• github: use blacksmith runner for pre-commit workflow (#1394) (a1fd94b)

🪲 Bug Fixes

• crates: guard config read in global_curve_with_jumps_new (33a3d94), closes #1320 #1320 #1320
• crates: propagate non-finite dividend reads as in C++ (66eb8aa), closes #1367 #1367
• itofin-py: split grouped Args entries in jump curve docstrings (9aa6f23), closes #1320

Go bindings

Install github.com/bitbrew-dev/libitofin/sdk/go@v0.49.0 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.

🧮 LibItoFin v0.48.0

0.48.0 (2026-11-07)

🎁 Features

• bootstrap: add moving twins for options and global curves (#1380) (5b8223e), closes #1317
• calendar: JointCalendar first year and corrected calendar horizon docs (#1377) (09cd294)
• src: port TimeGrid::closest_time and BrownianBridge (92fb8a5), closes #1361
• variance-swap: add detached results snapshot accessor (e796a8d), closes #1328
• variance-swap: expose Python results() snapshot with resolved seed (a501516), closes #1328

🪲 Bug Fixes

• russia: stop panicking for MOEX dates before 2012 (45fdc8c), closes #1336

Go bindings

Install github.com/benbenbang/libitofin/sdk/go@v0.48.0 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.

🧮 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.

🧮 LibItoFin v0.46.0

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.

🧮 LibItoFin v0.45.0

0.45.0 (2026-10-26)

🎁 Features

• amortizing-fixed: add bounded amortizing bond construction (c1d3612)
• amortizing-fixed: add wave7 coherent unit 07 (34ae1ab)
• amortizing-floating: add bounded plain-Ibor factory replay (bba4adb)
• amortizing: add bounded plain-Ibor factory and provenance tracking (b566866)
• amortizing: add bounded plain-Ibor factory recipe (1e18eca)
• api: add asset-or-nothing factories to option facades (a938ad9)
• api: add cash-digital BlackCalculator factories (5478e10)
• api: add percentage-strike factories and cross-language tests (c22ef49)
• bindings: add European percentage-strike factories (0a85e1f)
• bindings: expose bond and leg payment navigation methods (0e3e7e0)
• black-calculator: add cash-digital conformance support (4d8f656)
• bond-analytics: add price-fed ATM rate support (6a2c6af)
• bond-atm: add price-fed ATM docs and examples (c263c60)
• cashflows: add CPI leg and register CPI cash flows (bff1762)
• cashflows: add live base-date CPI coupon and leg core policy (9bd72f0)
• cpi-bond: add bounded Rust CPI bond support (eafdf5e)
• cpi-capfloor: add bounded quoted-price contract (fd6742c)
• cpi-capfloor: expose quoted-price CPI cap/floor bindings (0222577)
• cpi-oracle: add independent CPI oracle generator and shared inputs (c1b79a1)
• cpi-swap: add bounded Python facade and native registration (1a5cb66)
• cpi: add bounded Python CPI cashflow foundation (0b2605c)
• crates: add bounded CPI cap-floor snapshot surface (286c25c)
• crates: add bounded CPI-versus-Ibor swap core (e425a02)
• crates: add CPI coupon and indexed principal foundation (79623de)
• crates: add explicit-price Bond ATM core helper (d6d903c)
• crates: add named Python base-date CPI factories (ccb6d8b)
• crates: add private checked inflation principal helpers (26b257e)
• ffi: add European signed gap option APIs (8d8387f)
• gap-option: complete bindings and contract coverage (ca55c97)
• gap: add Python factory and cross-language coverage mapping (456dab7)
• go: add CPI cap/floor quoted-price facade (1065157)
• go: add CPI cashflow facade and tests (4e4329e)
• go: add CPIBond bindings and coverage tests (545a7a8)
• go: add InflationCashFlow bindings and example (a8f17ee)
• go: add Session-owned CPISwap facade with native Payer pays Ibor (de0c4f8)
• go: add wave7 amortizing-fixed coherent unit 04 (355fcd7)
• go: expose bounded plain-Ibor amortizing bond factory (46abc6c)
• go: expose CPI base-date factories and effective denominator (d58f5a6)
• inflation: add Python principal-flow coverage and docs (67f610f)
• instruments: add amortizing fixed-rate bond binding (9785fde)
• libitofin-ffi: add additive payment-navigation C ABI adapters (1dc3ca9)
• libitofin-ffi: add amortizing fixed-bond constructor (1d236f3)
• libitofin-ffi: add base-date CPI factories and base query (193eb57)
• libitofin-ffi: add bounded CPI leg and aggregate guards (c1f3e94)
• libitofin-ffi: add C-ABI CPI bond production slice (0649bca)
• libitofin-ffi: add CPI cap/floor quoted-price boundary (2bbf9cc)
• libitofin-ffi: add CPI coupon/pricer foundation slice 8 of 14 (a9d9455)
• libitofin-ffi: add CPI metadata queries and boundary regressions (680c764)
• libitofin-ffi: add guarded plain-Ibor amortizing bond factory (02c2a7b)
• libitofin-ffi: add inflation principal C-ABI factories and queries (e8fab6f)
• libitofin-ffi: add standalone scalar-payoff C adapters (9d074dd)
• libitofin: add validated plain-Ibor amortizing constructors (805eb66)
• payment-inspection: add Go navigation methods and QuantLib fixtures (33a5e89)
• payment-inspection: add Python payment navigation coverage (438012a)
• python-facade: expose explicit-base CPIBond facade (cfc1f35)
• python: add bounded plain-Ibor amortizing factory coverage (da64853)
• python: expose bounded amortizing Ibor bond factory (7f2bd2a)
• python: expose immutable ScalarPayoff factories and PayoffKind (54079c3)
• python: register inflation principal cash-flow facades (bde8fc5)
• release: enable opt-in scheduled releases (3542024)
• scalar-payoff: add checked Go factories and adapter tests (9f417bb)
• scalar-payoffs: add Python tests, e...

🧮 LibItoFin v0.44.0

0.44.0 (2026-10-24)

🎁 Features

• api: add coupon BPS and own-NPV ATM helpers (30a8fe9)
• api: add European cash-or-nothing option factories (db38e08)
• api: add explicit Hull-White callable-bond OAS bindings (a85e63f)
• api: add immutable BlackDeltaCalculator C and Go APIs (a8e9fab)
• asset-swap: complete Python AssetSwap inspectors and cache controls (ab8d0e1)
• bindings: add BlackCalculator Go and native bindings (69f094f)
• bindings: add C ABI and Go bond-forward APIs (780b585)
• bond-forward: add native forward bindings and strict C tests (c5c2ae2)
• bond-forward: add Python bindings regression tests and docs (54eaf97)
• bond: add flat-yield scalar risk queries for C and Go (87950a9)
• callable-black: add Go/C Black engine and implied volatility (c1494e3)
• callable-risk: add C ABI and Go effective-risk bindings (bc2d476)
• callable-tree: add Hull-White callable tree pricing (cedd37c)
• crates: add Bond::unpriced_snapshot ownership bridge (6cd1bf8)
• crates: add twenty source-pinned currency presets and C selectors (ceebaf4)
• ffi: add callable bond construction and callability bindings (f997f91)
• ffi: add callable-bond OAS bindings and native state tests (9931215)
• float-float: add signed measures, spreads, and lifecycle bindings (3571eae)
• g2: add C ABI and Go bare-factor G2 process API (4684966)
• g2: add Python regression tests and document bare-factor bindings (c5a59b7)
• go: add AssetSwap session facade and coverage (916d4a5)
• go: add CurrencyConfig, NewCurrency, and field accessors (2b62e33)
• go: add effective-risk bindings and native risk fixture coverage (56c0468)
• go: add float-float bindings and examples (2b0820d)
• go: add FxForward facade over the reviewed C ABI (825b5ed)
• go: add native bond-forward bindings, fixture, tests, and example (1e52803)
• go: add native G2 bindings and fixtures (81abe57)
• go: add twenty session currency factories with regression coverage (b3d062e)
• gsr: add standalone constant-grid C ABI and Go interface (160bd67)
• hull-white: add typed Go forward lifecycle and scalar queries (988fe24)
• libitofin-ffi: add BlackCalculator C bindings (a85e45a)
• libitofin-ffi: add BlackCalculator scalar Greek bindings (c9dd37b)
• libitofin-ffi: add bounded par asset swap C ABI (93ac1f2)
• libitofin-ffi: add bounded snapshot-spot FxForward C ABI (b33fc90)
• libitofin-ffi: add C ABI float-float swap bindings (6f8a494)
• libitofin-ffi: add C Hull-White forward process bindings (ae84fd6)
• libitofin-ffi: add Xccy C ABI constructors and scalar queries (46e84f6)
• mf-state: add standalone immutable C ABI and Go interface (51de320)
• mf-state: add standalone Python process bindings (9637a09)
• processes: add unsendable HullWhite forward process (4bad665)
• python: add Black callable pricing and pure implied volatility (695dc92)
• python: add BlackCalculator API and coverage map (bd1efa5)
• python: add bond-forward bindings and ownership preparation (58a9ca0)
• python: add bounded AssetSwap pricing foundation (fd9e736)
• python: add callable bond constructors and callability records (7797e3b)
• python: add callable effective-risk bindings (0589b1d)
• python: add callable-bond OAS bindings (21ddf95)
• python: add float-float constructor, engine, and NPV bindings (db103f5)
• python: add float-float swap bindings and coverage (aaac857)
• python: add G2 process bindings (1dcf7e7)
• python: add Hull-White callable tree pricing bindings (c4a1997)
• python: add standalone Currency construction and accessors (070c44a)
• python: add unsendable FxForward bindings (3bdffaa)
• python: expose bond duration and flat-yield risk metrics (cb2e039)
• python: expose immutable FX delta calculator and conventions (48e4a7e)
• python: expose ordinary-bond coupon BPS and ATM helpers (621008f)
• python: expose standalone constant-parameter GSR process (528eca7)
• python: expose twenty currency preset factories (756e2c5)
• sdk: extend native oracle fixtures for zero-coupon bonds (b8371c2)
• src: add native float-float bindings and lifecycle tests (0cf8fed)
• testdata: add callable-bond QuantLib OAS source and fixture (f0304d7)
• xccy: ...

🧮 LibItoFin v0.43.0

0.43.0 (2026-10-13)

🎁 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)

⚒️ Enhancement & Maintenance

• libitofin: share guarded callable settlement calculation (b3c2abe)

🪲 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.

🧮 LibItoFin v0.42.0

0.42.0 (2026-10-11)

🎁 Features

• capfloor: add QuantLib-compatible optionlet extraction (1e58282)
• gsr: add standalone constant-parameter GSR process (3fb7d94)
• instruments: add bounded CallableZeroCouponBond support (36809de)
• ois: add explicit payer and receiver builder support (88ba8b3)
• payoffs: add floating-strike payoff evaluation (8da561c)
• payoffs: add Rust-only AssetOrNothingPayoff (568fa22)
• payoffs: add Rust-only GapPayoff (7e47995)
• payoffs: add scalar percentage-strike payoff (873a389)
• pricingengines: add bounded Bachelier asset ITM helper (4a51088)
• scripts: add fail-closed crates.io verification (115dee3)
• scripts: prepare only missing PyPI files (c370436)
• scripts: resolve release tags and validate wheel provenance (aed9531)
• swaps: add plain same-currency common-notional float-float swaps (8ecbcd0)

♨️ CI, Workflows & Configs

• release: wire target recovery and conditional trusted uploads (7963524)

Go bindings

Install github.com/benbenbang/libitofin/sdk/go@v0.42.0 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.