Issues

• [Bindings][Vol] Bicubic interpolation choice for BlackVarianceSurface through C, Go and Python

  bitbrew-dev/libitofin#1399 · Filter by author benbenbang opened on Nov 8, 2026
  1

• [DEFER][bindings] Yield jumps on node curves and the named Python Piecewise classes

  bitbrew-dev/libitofin#1388 · Filter by author benbenbang opened on Nov 8, 2026

• [DEFER][QL-4] ZeroCurve: combine jumps with a compounding convention

  bitbrew-dev/libitofin#1379 · Filter by author benbenbang opened on Nov 6, 2026

• [QL] Audit upstream drift: pinned tree 9863b578a vs released v1.44

  bitbrew-dev/libitofin#1378 · Filter by author benbenbang opened on Nov 6, 2026

• [DEFER][math] SequenceStatistics caps rows at 100,000 where QuantLib accumulates without limit

  bitbrew-dev/libitofin#1374 · Filter by author benbenbang opened on Nov 3, 2026

• [QL-9.x][DEFER] CashDividendEuropeanEngine and ChoiBasketEngine

  bitbrew-dev/libitofin#1371 · Filter by author benbenbang opened on Nov 3, 2026

• [DEFER][bindings] Parameter sensitivities through C, Go and Python (blocked by #1359)

  bitbrew-dev/libitofin#1360 · Filter by author benbenbang opened on Nov 3, 2026

• [DEFER][bindings] Bind DerivedQuote and CompositeQuote in C, Go and Python

  bitbrew-dev/libitofin#1359 · Filter by author benbenbang opened on Nov 3, 2026

• [DEFER] Deferred work tracker

  bitbrew-dev/libitofin#1337 · Filter by author benbenbang opened on Oct 30, 2026

• [DEFER][D7][itofin-py] Collect transitive GlobalBootstrap callback cycles (Design-B keep-alive propagation, parked)

  bitbrew-dev/libitofin#1311 · Filter by author benbenbang opened on Oct 28, 2026

• [REL-4][DEFER] Windows arm64 Go native package after amd64 validation

  workflows
  bitbrew-dev/libitofin#1103 · Filter by author benbenbang opened on Sep 24, 2026

• [REL-3][DEFER] Complete Windows Python wheels and optional-failure validation

  workflows
  bitbrew-dev/libitofin#1102 · Filter by author benbenbang opened on Sep 24, 2026
  2

• [OPT-12][DEFER] Optimizer extensions: Node SDK, More-Thuente, Nelder-Mead bounds and vector APIs

  enhancement
  bitbrew-dev/libitofin#1090 · Filter by author benbenbang opened on Sep 21, 2026
  1

• [EPIC-OPT] itofin-optimize: four solvers delivered, standalone publication remaining

  design-decisionepic
  bitbrew-dev/libitofin#1078 · Filter by author benbenbang opened on Sep 21, 2026
  1

• [QL-9.x][FDM][DEFER] FD vanilla engine dividend/escrowed/quanto/local-vol paths

  bitbrew-dev/libitofin#828 · Filter by author benbenbang opened on Aug 9, 2026
  1

• [QL-9.x][DEFER] FDM remainder: sparse operators, Krylov, boundaries and multidimensional engines

  bitbrew-dev/libitofin#636 · Filter by author benbenbang opened on Jul 28, 2026 · EPIC-9: Methods (L9)
  4

• [Bindings][DEFER] Local-vol surfaces and end-to-end pricing consumer wiring

  bitbrew-dev/libitofin#624 · Filter by author benbenbang opened on Jul 27, 2026
  1

• [QL-10.x][DEFER] ZABR interpolation, smiles and swaption cubes

  bitbrew-dev/libitofin#597 · Filter by author benbenbang opened on Jul 26, 2026

• [QL-10.x][DEFER] Remaining SABR, smile-section and XABR extensions

  bitbrew-dev/libitofin#586 · Filter by author benbenbang opened on Jul 26, 2026

• [QL-11.x][DEFER] Lattices: analytic fitting, G2/two-factor and remaining tree scope

  enhancement
  bitbrew-dev/libitofin#466 · Filter by author benbenbang opened on Jul 21, 2026

• [QL-9.x][DEFER] MC remainder: Brownian bridge, control variates and TimeGrid accessor

  enhancement
  bitbrew-dev/libitofin#453 · Filter by author benbenbang opened on Jul 21, 2026
  3

• [QL-11.x][DEFER] Heston: classic formulations, adaptive integration and Bates extension

  enhancement
  bitbrew-dev/libitofin#418 · Filter by author benbenbang opened on Jul 19, 2026

• [QL-10.x][DEFER] Heston: remaining evolution schemes, exact sampling and density

  enhancement
  bitbrew-dev/libitofin#410 · Filter by author benbenbang opened on Jul 17, 2026
  1

• [EPIC-9] Caps/floors: overnight coupons and deferred CMS/implied-volatility scope

  epic
  bitbrew-dev/libitofin#350 · Filter by author benbenbang opened on Jul 14, 2026
  1

• [EPIC-4b] Curve bootstrapping: remaining fixing oracle and deferred helpers

  epic
  bitbrew-dev/libitofin#337 · Filter by author benbenbang opened on Jul 13, 2026
  1