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benbenbang / libitofin Public

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feat(itofin-py): add SwaptionVolatilityMatrix Python bindings - #618

#618

Merged

benbenbang merged 3 commits into

mainbenbenbang/libitofin:mainfrom

fable/613benbenbang/libitofin:fable/613Copy head branch name to clipboard

Jul 27, 2026

Conversation Commits3 (3)Checks Files changed

Merged

feat(itofin-py): add SwaptionVolatilityMatrix Python bindings#618
benbenbang merged 3 commits into
mainfrom
fable/613

Commits

Commits on Jul 27, 2026

feat(itofin-py): add SwaptionVolatilityMatrix Python bindings
benbenbang
committed
test(itofin-py): add swaption vol matrix tests
benbenbang
committed
test(swaption-vol): verify flat extrapolation clamps past the grid
benbenbang
committed

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