Suite LLC upgrades analytics library

Suite LLC, an independent provider of analytics and trading tools for interest rate and credit derivatives, is pleased to announce the release of Version 2.4.5 of their ALib™ analytic library.

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The upgrade is being delivered to Suite's global client base which includes hedge-funds, derivatives dealers, administrators, e-trading platforms and information providers that rely on the library for mission-critical pricing, valuation and riskmanagement.
The libraries are available for use with C/C++, Java, C#, VBA and as Excel add-in functions. ALib is characterized by its proven support for a broad range of fixed-income and credit derivatives, cross-platform interoperability, comprehensive documentation and highlyresponsive support rendered to business users and developers.
The upgrade comprises a number of advancements to the credit derivatives module including support for constant-maturity credit instruments, improved CDS sensitivity analysis and Bermudan and European CDS swaption pricing using a credit tree model. Other enhancements include XML support and a new convertible bond module being introduced as an add-on.

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