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Suite LLC Releases ALib™ V2.4.5 – Analytics for Interest Rate and Credit Derivatives

New York, NY – November 7, 2006 – Suite LLC, an independent provider of analytics and trading tools for interest rate and credit derivatives, is pleased to announce the release of Version 2.4.5 of their ALib™ analytic library. The upgrade is being delivered to Suite’s global client base which includes hedge-funds, derivatives dealers, administrators, e-trading platforms and information providers that rely on the library for mission-critical pricing, valuation and riskmanagement.
The libraries are available for use with C/C++, Java, C#, VBA and as Excel add-in
functions. ALib is characterized by its proven support for a broad range of fixed-income and credit derivatives, cross-platform interoperability, comprehensive documentation and highlyresponsive support rendered to business users and developers.

The upgrade comprises a number of advancements to the credit derivatives module including support for constant-maturity credit instruments, improved CDS sensitivity analysis and Bermudan and European CDS swaption pricing using a credit tree model. Other enhancements include XML support and a new convertible bond module being introduced as an add-on.