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Gerard Galluscio
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ALibV3.0™ Financial Analytic Library

Suite’s ALibV3.0™ is a financial analytics library widely used throughout the industry for refined curve-generation, pricing and risk management of fixed-income cash and derivatives products. ALibV3.0™ was developed and battle-tested by traders, quants and technologists to serve as a comprehensive analytic framework for consistent pricing across asset classes. ALib encapsulates real-world business logic required for trading …

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 …