# Market Standard Pricing Models for Fixed Income Securities (Vanilla)

To clarify my heading, I have been searching for a material that consolidates all standard Fixed Income Security Pricing.

E.g.

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


etc..

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.

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Take a look at Quantlib. There are wrappers available so you can run it in .Net as well or you can import the native dll and write your own wrapping methods to simplify and still access it from managed code. –  Matt Wolf Sep 23 '13 at 5:38
@MattWolf checking it out. Will have more questions. I found a VBA based material with code as well as explaining how each model is built, but that was for options. (Willey press) –  bonCodigo Sep 29 '13 at 11:02