Hybrids

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Structure and Price Any Type of Hybrid Derivative
Our cross-asset expertise has enabled us to offer clients the unique ability to construct any conceivable type of hybrid instrument through our infinitely flexible deal-structuring architecture, payoff scripting language and a comprehensive library of market-standard cross-asset 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:

Examples of Covered Instruments*

Convertible bonds
Mixed basket deals containing equities, FX rates and commodities as underlyings
Hybrid products of any complexity, with artibrary payoff and any underlyings covered by the Numerix model library

Models and Methods Available*

Hybrid model framework using any model listed in the sections for interest rates, inflation, credit, equity, FX and commodities as building blocks, with deterministic or stochastic components
Correlations between different asset classes
Joint calibration of all components
Generic tree, forward and backward Monte Carlo

*Not an exhaustive list