overview

From trading desk to enterprise risk management—Numerix easily integrates into proprietary or third-party systems via the Numerix CrossAsset Integration Layer and SDK in C#, C++, or Java. 

The Numerix SDK includes the CrossAsset Integration Layer, which is a data-driven interface (API) that empowers users and partners to non-programmatically extend CrossAsset with custom interfaces, new models and business logic. 

 Numerix Model API offers an application program interface that enables the integration of proprietary models into Numerix analytics—creating unified system coverage for all instruments and paving the way toward standardization across the enterprise. Once integrated, the new models flow seamlessly up through all Numerix solutions, alongside Numerix models. 

Moreover, our system developers and financial engineers can work with your team to provide further customization, including bespoke instruments, valuation methods and custom reporting features.

capabilities

Leverages Models in Existing Systems

 

Leverage Numerix market-tested models and methods in existing systems across the full trading and risk lifecycle.

Extends Production Platforms

 

Easily extend production platforms’ deal coverage across asset classes, including exotics and structured products.

Integrates Proprietary Models

 

Numerix Model API enables users to  pull proprietary models into the analytics stack, creating a path to standardization. 

Enables Consistent Valuation Platform

 

Facilitates consistent valuation methods across the entire enterprise.

Advanced Risk Analysis and Reporting

 

Supports a more holistic approach to risk, enabling advanced risk analysis and reporting.

Enhanced Integration

 

Users can integrate a wide range of custom applications, such as visualization and master data management tools.

Scalability

 

Enables complex calculations for valuations and risk to be scaled using cloud computing resources such as Microsoft Windows Azure.

Benefits & Features
  • Empowers Users and Partners to Non-programmatically Extend Numerix CrossAsset

The Numerix CrossAsset Integration Layer provides a data-driven interface that empowers users and partners to non-programmatically extend CrossAsset with custom interfaces, new models and business logic.

  • Enables a Path to Standardization Across the Enterprise

Pre-defined templates of validated financial instrument definitions, models and curves or custom templates can be easily and independently defined via the Integration Layer, extending deal coverage across asset classes.

  • Improves Control Over Model Risk Management 

Through the rapid integration of new financial instrument types and  models, and the reuse of definitions across various technology platforms, Numerix CrossAsset Integration Layer enables improved control over model risk management and supports product control functions by allowing only authorized individuals to edit and publish new financial instrument types and models.

  • Path to Standardization  

By using our Model API to bring in your proprietary "in-house" models, the Numerix SDK paves the way for a true "single-source of truth" system for structuring, pricing, risk management—and even the testing and validation of your models.

  • Mitigates Model Risk with Instant Model Validation 

As traders and quants develop and price new instrument types, they can compare results from proprietary models alongside the market-standard models provided by Numerix, reducing time-to-market for new instrument types and satisfying internal risk controls and regulatory requirements.

Case studies
Annuity Design & Hedging
Counterparty Risk Management Research
Model Risk Research
System Integration Solutions

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