Structure, price and manage any type of derivative or structured product
Numerix CrossAsset offers the industry’s most comprehensive derivatives pricing and risk management analytics library to empower users to structure, price and manage even the most complex OTC derivatives with ease.
In addition to its wide array of pricing models and adaptable architecture for defining bespoke deals, CrossAsset enables users to deploy a unified pricing and risk management solution for all your exotic derivative and fixed income positions across all trade types.
Capabilities
Comprehensive CrossAsset Library
The award-winning CrossAsset derivative pricing and risk analytics library sets the benchmark for the pricing and risk management of exotic derivatives. It offers the industry’s most comprehensive cross-asset class library of market-standard models and advanced numerical methods. Whether you're valuing a vanilla option using our extensive collection of pre-defined templates and closed-form pricers, or creating a bespoke instrument with our unique payoff scripting language or Python, CrossAsset enhances the efficiency and precision of derivative pricing, valuation, and risk management to unparalleled levels.
![Press Release - FTF Win](/sites/default/files/styles/small/public/image/2024-06/DrupalTile_Generic_1.png?itok=14hh6JON)
Built for continually evolving capital markets
Numerix CrossAsset empowers end-users to perform pricing and risk calculations on any derivative at runtime, eliminating the need for recompilation or redistribution. This "data-driven" ensures CrossAsset remains at the forefront of the rapidly evolving field of derivative pricing.
![Press Release - FTF Win](/sites/default/files/styles/small/public/image/2024-06/DrupalTile_Generic_1.png?itok=14hh6JON)
Recognized leader in pricing and risk analytics for exotic derivatives and complex hybrid derivatives
Numerix's hybrid model framework produces accurate valuations for complex instruments composed of multiple underlyings through joint calibration and incorporating of multiple stochastic processes.
![Press Release - FTF Win](/sites/default/files/styles/small/public/image/2024-06/DrupalTile_Generic_1.png?itok=14hh6JON)
Want to see CrossAsset in action?
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