🧮 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.