Numerix provides institutions with the ability to trade a wide range of commodity options with a powerful, yet flexible Excel solution for structuring, pricing and managing even the most complex derivatives and structured notes.
Numerix Commodities XL offers advanced capabilities targeted specifically to pricing commodity derivatives, including stochastic calculations for spot price, convenience yield and domestic yield, and the ability to price bespoke baskets containing equity, FX and commodity assets. It also includes all of the key features of Numerix CrossAsset XL, such as a flexible and transparent pricing architecture, a unique deal-scripting language and comprehensive risk calculations.
If your needs expand in the future to encompass other asset classes, Numerix provides turn-key capability for adding other modules within the Numerix CrossAsset suite — providing a consistent and interoperable analytics platform across your derivatives desks.