@INTEREST is a set of Microsoft® Excel add-in functions that values cash and derivative instruments used in interest-rate markets. Typical users are traders, risk managers, corporations, investment funds, financial institutions, insurance companies, brokers, and auditors. @INTEREST includes seven pricing models to accommodate a wide variety of interest rate environments and pricing needs. The term models are Black '76 on both price and yield and Brace-Gatarek-Musiela (BGM). The short-rate models are Hull-White, Black-Karasinski, and Cox-Ingersoll-Ross. The package also includes zero curve fitting and calibration routines. Great efforts were made to produce consistent characterizations of volatility and mean-reversion parameters, making comparisons between @INTEREST models much easier and more useful than comparisons between the academic versions. The models have also been refined and tested to perform well in challenging low-rate, high-volatility environments. All models are highly optimized. The package offers extensive business-day and calendar management features. @INTEREST offers very wide coverage of instruments, including CMS, Bermuda, quanto, diff swap, and forwarding-starting and changing-strike American options. Function results include price, delta, gamma, vega, theta, cashflow maps, and hedge curves. @INTEREST is written completely in C++ and provides extremely fast calculations. It includes Excel add-in functions (XLL files), customizable Excel templates, and documentation. When installed, @INTEREST adds functions to Excel that are used like the built-in worksheet functions, so you can customize the @INTEREST templates or create new ones. @INTEREST is also available as the IntrLib C++ Library for Unix and Windows programmers who want to incorporate @INTEREST functions into custom and third-party C, C++, Visual Basic, and SQL database applications. View the @INTEREST product profile.