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Standard Securities Calculations Software Library Produced for the Securities Industry and Financial Markets Association by TIPS, Inc.

The Library provides a set of more than 900 industry standard calculations for the computation of fixed income analytics. When developing customized systems, these routines can be used as building blocks to create uniformly accurate, customized programs. The software was developed by the author of the Securities Industry Association’s Standard Securities Calculation Methods -- Volumes I and II and the Bond Market Association’s (PSA) Standard Formulas for the Analysis of Mortgage Backed Securities and the Government Securities Manual. The Library is continuously updated to accommodate new securities and standards.  Calculations for all types of fixed income are included such as bonds, notes, discounts, floaters, MBS, international and emerging market debt, treasury inflation indexed securities, and AIMR performance measures among others.  The Library is available on a wide range of computer platforms in multiple programming languages.

Contact: Elissa Ginsky TIPS
(908) 522-8950