feat(itofin-py): expose CapFloorTermVolSurface bindings#630
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Add Python bindings for the market cap/floor term-volatility surface, a bicubic interpolation over an option-tenor x strike grid used as the optionlet stripper's input. **New bindings:** * Added `crates/itofin-py/src/capfloortermvol.rs` implementing `PyCapFloorTermVolSurface`, with a reference-date constructor, a `with_quotes` factory that rebuilds and notifies observers on quote updates, and `volatility`, `volatility_date`, and `volatility_time` queries. * Registered `PyCapFloorTermVolSurface` in the `termstructures` module in `lib.rs`. **Type stubs:** * Documented the new `CapFloorTermVolSurface` class in `termstructures.pyi`, covering grid validation errors and the pinned reference-date semantics.
benbenbang
enabled auto-merge (rebase)
July 27, 2026 05:19
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close #622