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These are probably the only 2 frameworks available for fixed income analysis

(Last Updated On: November 6, 2010)
These are probably the only 2 frameworks available for fixed income analysis
Financial Analytics Library
Financial Analytics Library is a C++ library that offers financial calculation functions focused at fixed income instruments. The project also offers an excel add-in that facilitates access to most important functions.
Financial Calculation Framework
To create a set of classes to aide in the pricing and risk assesment of financial instruments. Fixed Income will be the first area of development but eventually the plan is to include any evaluable asset.

http://sourceforge.net/projects/final/


Financial Analytics Library
Financial Analytics Library is a C++ library that offers financial calculation functions focused at fixed income instruments. The project also offers an excel add-in that facilitates access to most important functions.
Financial Calculation Framework
To create a set of classes to aide in the pricing and risk assesment of financial instruments. Fixed Income will be the first area of development but eventually the plan is to include any evaluable asset.

http://sourceforge.net/projects/financial-sys/

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