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🧮 LibItoFin v0.44.0

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@ptah-technical-app ptah-technical-app released this 24 Oct 04:28
· 311 commits to main since this release

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: add native behavior and C/C++ smoke coverage (f5cd52d)
  • xccy: add Python facade and Go coverage map (211f3d3)
  • xccy: add typed Go facade fixtures and runnable example (8ca69a2)

⚒️ Enhancement & Maintenance

  • integration: wire Black FX delta docs and smoke probe loop (c8447b4)

♨️ CI, Workflows & Configs

  • bindings: add currency docs and native client probe (151b40b)

🪲 Bug Fixes

  • asset-swap: preserve pending policies across frozen cache reads (269b75a)
  • libitofin-ffi: add currency C ABI and bound code buffers (bd41808)

Go bindings

Install github.com/benbenbang/libitofin/sdk/go@v0.44.0 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.