Saab, Sweden's largest defense contractor, recently selected Algorithmica Risk Management System (ARMS) and Algorithmica History Server (AHS) as the risk management solution for Saab Treasury and Saab Pension Fund. Saab will use the AHS to collect and derive market data, for example zero-coupon curves and volatility surfaces, that will be...

Algorithmica today released an extended swap library for Quantlab with support for a wide range of swap types. Extended swap features include:- sinking funds- averaging/compounding- reset-in-arrears, reset-in-advance- fee schedules- various types of amortization- ois swaps- leveraged and reversed swaps- cross currency swaps- zero and reverse zero swaps- formula based generation...