Skip to content

🧮 LibItoFin v0.42.0

Choose a tag to compare

@ptah-technical-app ptah-technical-app released this 11 Oct 22:38
· 443 commits to main since this release

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.