The Numerix CrossAsset SDK (software development kit) provides programmer-level access to our market-standard analytics for structuring, pricing and managing all types of derivatives and structured products.
Offered in C++, C# and Java interfaces, the SDK allows developers to integrate Numerix analytics into the kernel architecture of your proprietary systems. Depending on your institution's needs, we can provide an SDK solution that meets your specific technology requirements, whether you need full access to the Numerix pricing logic and model library, or just a sub-set of models to complement your existing system functionality.
Enhances a Wide Range of System Capabilities
- Employ consistent valuation methods and unified risk analytics across asset classes
- Extend asset-class coverage within the system environment
- Provide support for complex instruments
- Enhance risk management capabilities
- Reduce development time and cost for trading and risk management systems
- Participate in new market activities faster — and with enhanced accuracy
- Simplify implementation and integration with existing IT systems
Fast Integration for Complex Deals
Integrating new instruments into internal systems can be time-consuming – eating up precious development resources and delaying time-to-market. The intuitive Numerix Pricing API helps speed up the process, transforming integrations into a simple data-mapping exercise. Quants and structurers can design deals in Excel, and then developers can easily translate them into code.
Using Custom Models and Pricers with Numerix Analytics
With the Numerix Model API, users can fully integrate proprietary models or pricers into the Numerix analytics kernel architecture. This enables:
- Support for one-off calculations tailored to specific instruments
- Seamless integration of general-purpose models for use with Numerix payoff scripts
- Validation of custom models against market-standard models
- A single platform for structuring and pricing all of an institution's instruments
- Consistent analytics for all instruments across trading desks