The driving force behind our market-leading solutions is a core architecture that provides our clients and partners with unrivaled flexibility and interoperability for handling derivatives and structured products.
FLASHMOVIE
The Numerix technology advantage is rooted in three key concepts:
1. Market-Standard Models and Methods
We start with the world’s most comprehensive collection of independent, market-tested models and proprietary calculation methods designed to deliver fast and accurate results. Users also have the ability to integrate their own custom models and pricers into the framework via the Numerix External Model API. We offer coverage for all major asset classes, including hybrids — giving our clients the flexibility to value and manage derivative assets across the enterprise using consistent analytics.
2. An Open, Object-Oriented Pricing Framework
The Numerix models and methods library feeds an infinitely flexible structuring and pricing engine built using thread-safe ISO-standard C++.
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Deal Structuring & Pricing Roadmap
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But instead of locking down core calculations into a black box of preset pricers, Numerix provides the ability to define and manipulate individual building blocks within a deal — from market data and static data to models, index objects and payoff schedules.
This structure provides complete control over deal definitions and calibrations, allowing users to structure, value and manage any conceivable financial instrument, from vanillas to exotics — making Numerix analytics “future proof.” And since every aspect of a deal is transparent to the user, Numerix greatly simplifies recordkeeping and auditing.
3. Easily Embedded Into a Wide Range of Systems
The Numerix core pricing architecture is platform-independent, making it easy to integrate into various applications. This allows us to meet a our clients' diverse requirements, whether through Numerix solutions or embedded into many of the world’s largest trading and risk systems. Companies can also integrate Numerix analytics into their existing systems with the Numerix CrossAsset SDK.
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Numerix-Powered solutions
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With so many ways to access Numerix analytics, our architecture can adapt to your institution's needs — not the other way around. Numerix-Powered solutions can even communicate deals between each other via Numerix XML, so you can choose different solutions for different areas of your business. Quants, traders, risk managers and back-office processes can operate on a unified system or on separate platforms tailored to their needs. As long as the systems are powered by Numerix, the firm can benefit from consistent, transparent and auditable valuations, enhancing operational efficiencies from front-office to back.