Numerix Portfolio Architecture

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Numerix Portfolio — our front-office valuation and risk-analysis solution — uses a gridding-capable service-oriented architecture based on the Microsoft .NET framework that’s seamlessly coupled to the Numerix analytics library.

This scalable configuration allows clients to deploy Numerix Portfolio in a variety of ways, based on the number of expected concurrent users, available hardware and trade volume:

As a standalone system, using Portfolio to periodically input and price small numbers of trades
In a small-office systems environment, to maintain a portfolio of trades, being used by a number of staff concurrently or at different times of the day
Deployed throughout a large enterprise environment, with the ability to span multiple work sites and to handle many users working concurrently on large portfolios that are modified frequently

Key Features of Portfolio Technology

Extensible architecture for rapid support of new derivative structures and customer analytics
Versioning and auditing support for trade, market and reference data
Multi-user administration and role-based permissions
Data import/export capabilities, with support for many different types of market data using a multi-source manager
Scalable distributed processing for parallel and batch pricing
Scripting interface for custom batch processing
Scalable deployments from single user to workgroup to global multi-site enterprise installations

Mapping Trades to Models
Numerix Portfolio provides a highly configurable mechanism for mapping trades to specific valuation methods. This enables institutions to establish multiple pricing environments to compare models.

Grid Computing

Deployment can define a pool of compute servers
Configuration settings control which parallel resources a job can use
Near-linear scalability for large jobs
Automatically restart tasks if the compute machine fails or goes offline
Administration tools can monitor compute server loads, status