How is Asia-Pacific preparing for the end of Libor?
Bond Calculation Software Library
Designed for developers of in-house and commercial systems, our software library offers calculation routines for the valuation and analysis of fixed income securities.
With this library, you can calculate hundreds of analytics, including price, yield, duration, tax appreciation, basic pre-payment analysis and bond matrix pricing.
- Quick, accurate and consistent calculations
- Platform and language independent – C, C#, Java JNI, etc.
- Hundreds of enhanced and expanded routines adherent to market standards
- Lower level routines are accessible giving programmers the flexibility to create proprietary analytics based upon the standard functions
- Interactive website that provides access to support, documentation, and sample source code using the library
Keeping your own calculations up to date based on SIFMA and MSRB standards is time-consuming and extremely costly. Our set of over 1,000 callable functions, used widely across U.S. Treasury, mortgage, and credit markets, provide programmatic access for use in research, trading operations, as well as portfolio, money and tax management.
Pricing is available upon request, for a detailed quote please contact us.