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ALib adds Fallback Spread Adjustments, new interpolation and Ubuntu 20.04

ALib adds Fallback Spread Adjustments, new interpolation and Ubuntu 20.04
In order to provide enhancements to our users between major releases, ALib 3.26_6 is now available. The highlights are:
• LIBOR/SOFR Fallback Spread Adjustments can be supplied as an input to the curve builder.
• Interpolation enhancements allow a reference forward to be defined as the corresponding SOFR/OIS forward + an interpolated spread.
• Curve builders can imply the term structure of this spread from market values.
• Together these features help ensure ALib provides a robust a solution at each stage in the transition to the alternative reference rates.
• New generic forward rate functions leveraging the object/convention framework introduced in recent releases.
• Support has been added for Ubuntu 20.04. This continues ALib's tradition of supporting the widest range of platforms and interfaces. Since ALib uses a single common codebase across all variants, we ensure both interoperability and consistency of results everywhere.

For further information, email the support team or contact us via our website.