• Over 450 easy to use functions with optional parameter support
  • Global bond coverage
  • Money market instruments
  • Options
  • Exotic options
  • Mortgage backed securities
  • Generalized curve builder
  • Swaps
  • Interest rate options
  • Credit derivatives
  • Foreign exchange
  • Generalized cash flow analysis
  • Extensive date and business day calculations with holiday schedules
  • Callable from C++, C, Java (using JNI interface), and Visual Basic
  • Compliant with industry standards such as SIA, Bond Market Association (PSA), ISMA, ISDA, FASB, and other de facto conventions
  • Available on all major operating systems
  • Extensive printed and on-line documentation