Skip to content

Repository navigation

🧮 LibItoFin v0.48.0

Choose a tag to compare

View all tags
@ptah-technical-app ptah-technical-app released this 07 Nov 00:02
· 146 commits to main since this release
v0.48.0
71fee43

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.

Assets 12
Loading