FISA (Fixed Income Security Analytics)
Available from Financial Technology Laboratories, Inc.
FISA is a software development library component available in Java, C++, and for all Microsoft .NET languages for calculating analytic values for individual fixed income securities. Calculates price, yields, duration, convexity, and many other calculated values for treasury, agency, corporate, municipal, CD, preferred, and perpetual securities. Components are available for US domestic markets as well as international markets for the G7 countries.