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Global-FISA

Global-FISA and US-FISA Release 1.02 for C++

Saturday, 01 September 2007 01:30
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New capabilities were added to the Global-FISA and US-FISA components that include the addition of methods to generically retrieve all redemptions for a security, modification of SteppedCouponSecurity to use an internally managed interestRateSchedule and the addition of new some additional methods for working with stepped coupon securities, and the addition of a DiscountQuote pricing type.

 

 

FISA .NET 1.0 Update

Thursday, 19 July 2007 12:48
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Financial Technology Laboratories announced an updated and enhanced version of the Fixed Income Security Analytics (FISA) components for the Microsoft .NET platform.  New documentation and C# sample code is also included in the release.  This .NET version of FISA can be called directly from any Microsoft .NET compatible language including C#, Visual Basic .NET, J#, C++/CLI, J#, JScript .NET, IronPython, IronRuby, F# and many others.
 

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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