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benbenbang / libitofin Public

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feat(itofin-py): expose moving cap/floor surfaces and extrapolation - #631

#631

Merged

benbenbang merged 4 commits into

mainbenbenbang/libitofin:mainfrom

fable/623benbenbang/libitofin:fable/623Copy head branch name to clipboard

Jul 27, 2026

Conversation Commits4 (4)Checks Files changed

Merged

feat(itofin-py): expose moving cap/floor surfaces and extrapolation#631
benbenbang merged 4 commits into
mainfrom
fable/623

Commits

Commits on Jul 27, 2026

feat(itofin-py): expose moving cap/floor surfaces and extrapolation
benbenbang
committed
feat(itofin-py): expose optionlet stripper and adapter facades
benbenbang
committed
test(itofin-py): add optionlet stripping tests
benbenbang
committed
test(capfloor): cover moving surfaces and optionlet frequency override
benbenbang
committed

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