Numerix enables institutions to hedge currency risk and manage complex investment strategies with a powerful, yet flexible Excel solution for structuring, pricing and evaluating a wide range of FX options.
Numerix Foreign Exchange XL offers advanced capabilities for calculating valuations and Greeks for FX derivatives, such as Vanna-Volga calculations, arbitrage-free volatility smoothing and continuity corrections for FX barriers. Users also gain all of the key benefits of Numerix CrossAsset XL, including standard FX trade templates, transparent deal definitions and pricing methods, comprehensive risk reports and the ability to stress-test hypothetical trades and strategies.
Whichever solution meets your current needs, Numerix makes it easy to expand in the future to encompass other asset classes, with turn-key capability for adding other modules within the Numerix CrossAsset suite — providing a consistent and interoperable analytics platform across your derivatives desks.
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Structure and price any type of deal using customizable inputs
Example: FX Chooser Option
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Numerous 'Quick Start' templates help speed deal structuring
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Numerix's payoff scripting language provides ultimate flexibility and transparecy in representing custom deals
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