ALib™ Financial Analytics Library
ALib™ is a proven set of financial analytic functions for pricing and risk management of fixed-income and credit derivatives products. It represents hundreds of work-years of well-controlled, ongoing development alongside extensive global production usage by top-tier derivatives dealers, leading hedge funds, service providers and electronic trading platforms. It performs identically whether operated as Excel-Addins or through rich
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Editorial Team
- May 12, 2021
- 1 minute
ALib™ is a proven set of financial analytic functions for pricing and risk management of fixed-income and credit derivatives products. It represents hundreds of work-years of well-controlled, ongoing development alongside extensive global production usage by top-tier derivatives dealers, leading hedge funds, service providers and electronic trading platforms.
It performs identically whether operated as Excel-Addins or through rich API’s that make the analytic functions available via C/C++, C#, Java, VB/VBA, Python, and Matlab™.
Since 2001, Suite has been committed to ongoing recalibration and enhancement of ALib to reflect contemporary pricing methodologies and to maintain its portability among a wide variety of technical environments.
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