overview

Numerix CrossAsset offers the industry’s most comprehensive collection of models and methods, allowing institutions to price any conceivable instrument using the most advanced calculations, in addition to a wide range of calibration options for generating market-consistent valuations. With an infinitely flexible architecture for defining bespoke deals—and the ability to integrate your own internal models—Numerix allows you to deploy a unified pricing and risk solution for all your derivative and fixed income positions across all trade types. 

capabilities

Structure and Price Any Type of Derivative or Structured Product 

Structure and price any deal type with our infinitely flexible deal-structuring architecture. Whether using market standard analytic pricers, PaymentStreams or our unique payoff scripting language— users can leverage the most comprehensive cross-asset library of market-standard models and proprietary numerical methods.

The Industry’s Only Independent Solution for Hybrids
Numerix hybrid model framework produces accurate valuations for instruments consisting of
multiple underlyings through joint calibration, and incorporating multiple stochastic processes.

Benefits & Features
  • Fair Pricing & Transparency: Pre/post-trade pricing of financial derivatives
  • Model Validation: Richest set of models & full transparency
  • Counterparty Risk Analytics: Providing cutting edge CVA, DVA, PFE & FVA
  • Consistent & Accurate Risk Reports: Accurate risk numbers across all asset classes
  • Scenario Analysis: Bump & twist any risk component
  • Cutting-Edge Multi-Curve Framework: Flexible multi-curve, multi-currency pricing with sophisticated global solving
  • Ahead of the Curve for the LIBOR Transition: Accelerate your transition to alternative reference rates (ARRs) with 100% SOFR and SONIA curve coverage
Additional Resources
Product Collateral
Numerix Models and Instruments Library: Access Models for All Major Assets Classes,...
Product Collateral
Numerix CrossAsset Fact Sheet
Product
CrossAsset ESG: Risk Neutral and Real World Economic Scenarios
Product
CrossAsset SDK: Quick Integration Into Any Proprietary or Third-Party Systems
Product
CrossAsset XL: Rapidly Structure, Price and Manage Risk for Any Derivative
Navigating the LIBOR Transition with CrossAsset
Product
Structure and Price Any Type of Derivative or Structured Product

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