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Home Products FISA (Fixed Income Security Analytics) Global-FISA and US-FISA Release 1.01 for C++

Global-FISA and US-FISA Release 1.01 for C++

Monday, 09 July 2007 12:49
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Version 1.01 for Global-FISA C++ and US-FISA C++ was released today.  This release includes numerous enhancements based on client feedback such as refactoring and reorganization of the class hierarchy to better support future expansion, the addition of several new methods to support coupon date generation and traversal, the addition of the BusinessDateFactory for generic business date creation.  Enhancements to the Global-FISA code base include support for UK Gilts earning simple interest and having one period to redemption, deprecation of the CPIFactory in favor of the PriceIndexFactory to support inflation-indexed securities more generally for the US and international markets, support for Japanese days counts and cash flow exceptions were added to more fully support Japanese bonds, and the addition of new rounding, truncation, and display functions based on conventions for each market.
 

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