Suite’s ALib is a focused quantitative pricing and risk analytic library designed to support sophisticated firms fixed-income cash and derivatives portfolio management functions. ALib was developed through continuous collaboration among quants, traders, and software engineers. Clients include firms with large exposures to derivative and fixed income instruments, particularly in computing portfolio rate-sensitivity instantaneously for dynamic hedging and alpha-generation strategies. The same ALib functions are also used for pre-execution pricing and hedging computations to provide decision-support for trader actions geared toward portfolio rebalancing. ALib consumes large volumes of streaming market data from which it instantaneously constructs yield curves and volatility surfaces that form the basis for use in the libraries. The exclusive focus on the ALib analytic library leaves clients at the liberty to choose their own market data vendors and ancillary technology platforms to suit their specific needs.