Structure and Price Any Type of Equity Derivative
Numerix provides comprehensive coverage for any conceivable type of equity instrument, including the most complex structures, through our infinitely flexible deal-structuring architecture, payoff scripting language and a comprehensive library of market-standard equity models and proprietary numerical methods.
Below is a sampling of deal templates that users can customize as needed, as well as models and methods available with Numerix:
Customizable Instrument Templates*
American & European calls/puts
Auto-callable single asset option
Average-growth protected option
Booster note
Bull-Bear note
Chooser option
Cliquet call/put Option
Fader option
Forward-start call/put option
Installment option
Locked-return option
Range accrual
Realized volatility swap
Reverse convertible option
Variance swap
Asian options
- Asian dual call/put
- Asian strike call/put
- Asian underlying call/put
Digital options
- Digital call/put
- Digital call/put no touch
- Digital call/put one touch at end
- Digital call/put one touch on hit
- Barrier double digital no touch
- Barrier double digital at end
- Barrier double digital on hit