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QuantMinds International

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Suite LLC is the provider of ALib®, a Quantitative Financial Analytics Library relied on by banks, hedge funds, asset managers and service-providers. Suite supports a global user base with transparent pricing and risk management tools. Asset class coverage extends from interest rate derivatives and bonds, to credit, FX and equity derivatives.

The library encapsulates real world market intelligence and is continuously enhanced with the latest methodologies and market standards. Traders and risk managers can rapidly roll out ALib in Excel® or via Python or MATLAB®. ALib is also commonly integrated into in-house or vendor applications – ensuring consistent results across front, middle and back office.

Quants save time by leveraging ALib’s proven financial-math functions as a foundation for their own innovation. Portability across technical environments is ensured via well documented APIs including C#, C/C++, Java, Python and more.