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 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.

Product and service specifications
• DB2
• Informix
• MS SQL Server
• Oracle
• PostgreSQL
• Sybase
• Other
Language used
• C
• C#
• C++
• Java
• Python
• Visual Basic
• Other
Operating system
• Linux
• Mac OS 9
• Max OS X
• Solaris
• Windows 2000
• Windows 2003
• Windows 7
• Windows NT4
• Windows Vista
• Windows XP
• Other
Pricing structure
• Fixed
• Per seat
• Volume-based
• Other
User interface
• Other
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