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commercial quant analytics library

Posted: July 10th, 2018, 7:49 pm
by mtsm
Hi, 

please recommend a commercial quant analytics library for use on the buy side mostly with linear (some non-linear) fixed income.

Should have fairly cutting edge curves building technology.

Needs to have an API.

Thanks very much!

Re: commercial quant analytics library

Posted: July 16th, 2018, 9:05 pm
by hateeque
since when did fixed-income become linear? Isn't a bond's price a convex function of its yield?

Re: commercial quant analytics library

Posted: July 17th, 2018, 1:14 am
by bearish
It is, but that is not all that different from saying that a stock price is a convex function of the log of the stock price.