The Numerix CrossAsset library offers the industry’s most comprehensive collection of models and methods, allowing institutions to price any conceivable instrument using the most advanced calculations. Users also gain access to a wide range of calibration options for generating market-consistent valuations.
 

All Asset Classes—including Hybrids

Clients have access to models for all major asset classes, including fixed income, inflation, credit, equity, FX and commodities. Our cross-asset expertise has also allowed us to provide the industry’s only hybrid model framework for pricing multi-asset basket trades.