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benbenbang / libitofin Public

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feat(itofin-py): expose SabrSmileSection to Python - #620

#620

Merged

benbenbang merged 4 commits into

mainbenbenbang/libitofin:mainfrom

fable/615benbenbang/libitofin:fable/615Copy head branch name to clipboard

Jul 27, 2026

Conversation Commits4 (4)Checks Files changed

Merged

feat(itofin-py): expose SabrSmileSection to Python#620
benbenbang merged 4 commits into
mainfrom
fable/615

Commits

Commits on Jul 27, 2026

feat(itofin-py): expose SabrSmileSection to Python
benbenbang
committed
feat(itofin-py): expose SabrSwaptionVolatilityCube facade
benbenbang
committed
test(itofin-py): add SABR swaption cube tests
benbenbang
committed
docs(itofin-py): document ZABR/XABR and recalibration limits for SABR cube
benbenbang
committed

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