Numerix provides clients with the unique ability to structure, price and manage complex hybrid portfolios consisting of multiple asset classes, drawing on our market-leading expertise in cross-asset analytics.
Numerix Hybrid XL offers advanced capabilities for calculating valuations and risk exposure for various types of hybrid baskets that include interest-rate, credit, equity or FX components. Users also gain all of the key benefits of Numerix CrossAsset XL, such as transparent deal structure and pricing methods, a unique scripting language for defining arbitrary payoffs, and comprehensive library of models and methods, including Numerix's renowned Monte Carlo simulator.
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: Equity Knock-Out Swap
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Numerix's payoff scripting language provides ultimate flexibility and transparecy in representing custom deals
(click image to view full sample of the scripting interface) |