New release introduces support for Non-Deliverable Swaps and improves management of cross-currency swaps and multi-currency portfolios. In addition, the native Python interface has been extended to include the credit products of Clib.
- NDS are supported throughout their lifecycle, from pre-trade pricing, through to FX rate fixing and settlement.
- Cross-currency swaps may have resettable notionals (MTM CCS).
- Support is implemented using the underlying architecture introduced over recent iterations of ALib and is fully interoperable with traditional ALib functions and objects.
- Credit functions have been wrapped in an easy-to-use native Python interface - ClibPY, compatible with ALibPY.
- FRNs are now natively supported in the ALibPY Python interface.
For further information, email the support team or contact us via our website.
