ALib® is a Quantitative Financial Analytic Library relied on by banks, hedge funds, exchanges, asset managers and their service-providers.
Suite LLC delivers and supports ALib for a global user base requiring transparent industry-standard pricing and portfolio risk management tools. Supported asset classes include Fixed Income Cash/Derivatives, Credit Derivatives, FX and Equity Derivatives.
The libraries encapsulate real world market intelligence and are continuously enhanced to employ current pricing methodologies. Deployed most rapidly as Excel® Add-ins or via MATLAB®, the ALib functions are also commonly integrated as the analytic component of vendor or in-house applications - ensuring consistent calculations across the front, middle and back office.
Quantitative engineers save time by leveraging ALib’s proven financial-math functions as a foundation upon which they can innovate. Portability across technical environments is ensured via well documented APIs including C#, C/C++, Java, Python and more.
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