Navigate the LIBOR Transition with CrossAsset

Numerix CrossAsset’s cutting-edge multi-curve framework empowers institutions to accelerate their LIBOR transition and ensure they have the analytics necessary to handle legacy LIBOR contracts as well as issue new RFR products.

CrossAsset delivers market-ready RFR analytics that enable firms to confidently price and manage the risk of any OTC derivative or structured product including RFR non-linear derivatives with uncompromising accuracy and market-consistent valuations.

Whether you are valuing a SOFR swap or SONIA quarterly futures, our analytics library provides comprehensive coverage for both linear and non-linear RFR instruments as well as full support for both legacy contracts and new contracts.