To clarify my heading, I have been searching for a material that consolidates all standard Fixed Income Security Pricing.
Zero Coupon Bond - Pricing Models (Pure discount, with embedded options) - Example - Frequently usage Coupon Bond - Pricing Models(sold before/after coupon dates)) - Example - Frequent usage Inverse Floater - Pricing Model - Example - Frequent usage
While searching I am already taking notes to have my own material. Current main references are Fixed Income HandBook by Frank J. Fabozzi, Steven V. Mann and CFA Volume.
Also I would appreciate if one can direct me to a material that shows C#/.Net based FI pricing library. I am alright with even VBA as I just want to take a look at the design of the library and how it's being used in some examples. Preferably a simple/yet clearly verified stack to start with.