🧮 LibItoFin v0.50.0

0.50.0 (2026-11-09)

⚠ BREAKING CHANGES

• libitofin-ffi: McConfig grows by two int32_t fields; C callers must
  rebuild against the regenerated itofin.h.

🎁 Features

• go: add Brownian bridge and control variate MC config fields (6982880), closes #1364 #1362 #1363 #1364
• go: add cash-dividend vanilla engines to Go SDK (f7fa2b7), closes #828 #1370
• go: add local volatility wrappers and process construction (2f64d55), closes #1365 #1366
• itofin-py: add bicubic interpolation to BlackVarianceSurface (84d3db7), closes #624 #1365 #1399 #1399
• itofin-py: expose brownian bridge and control variate on MC engines (7a9ec38), closes #453 #1362 #1363 #1364 #1364
• libitofin-ffi: add bicubic choice to black variance surface (7cf2658), closes #1365 #1399
• libitofin-ffi: add C ABI for local volatility surfaces (c593e17), closes #1365 #1366
• libitofin-ffi: add cash-dividend FD and analytic engine exports (1401b80), closes #828 #1369 #1370
• libitofin-ffi: add itofin_local_vol_curve_new C export (294a648), closes #624 #1366
• libitofin-ffi: expose brownian bridge and control variate in McConfig (c261904), closes #1362 #1363 #1364
• py: add cash-dividend FD and analytic dividend engines (4918210), closes #828 #1370
• termstructures: add local volatility Python facade (453243c), closes #1365 #624 #828 #1366
• vol: add Interpolation choice to BlackVarianceSurface (efeac3b), closes #1365 #1399

🪲 Bug Fixes

• ci: build the sdist before the manylinux wheel (#1397) (222d11d)

Go bindings

Install github.com/bitbrew-dev/libitofin/sdk/go@v0.50.0 with Go 1.27.1. The native archives and SHA-256 checksums are attached below for Linux amd64, Linux arm64, macOS amd64, and macOS arm64. cgo, a C compiler, and the matching native package are required. See the installation guide.

Windows amd64 native Go package (GNU/MinGW) is available with its SHA-256 checksum; use a matching MinGW cgo compiler.