Numerix LiquidAsset

Numerix LiquidAsset

Numerix LiquidAsset is an intuitive, function-based interface that is rapidly becoming the new standard for pricing liquid derivatives. LiquidAsset is built on the Numerix CrossAsset pricing analytics platform—which is utilized by broker/dealers, issuers, most major counterparties and auditors around the globe.

With LiquidAsset, hedge fund and asset managers, corporate treasurers, insurance firms and all derivative market participants can begin pricing and managing derivatives instruments within minutes of installation.

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Easy-to-use and Highly Efficient: The LiquidAsset Workflow

Function Browser

LiquidAsset’s Function Browser is the starting point for managing your derivatives portfolio. Intuitively designed, the Function Browser aggregates all of LiquidAsset’s deal types.

Each deal function is well-documented, including: information about each trade type, pricing methodology, required inputs and an overview of all pricing and risk outputs including mark-to-market, Greeks and Sensitivities—as well as cash flow reports.

Features & Benefits
  • Instrument support for the most commonly traded OTC derivatives: fixed income, equity, FX, credit, commodities & inflation
  • Comprehensive documentation for all trade types—including pricing methodology, model & calibration
  • Consistent analytics utilized for all OTC derivatives across asset classes
  • Enhanced transparency
  • View orthogonal calculators, create blotters, add functions into spreadsheets

Once a deal type is selected, users easily access a LiquidAsset calculator, add the function into a worksheet or create a trade blotter for managing a strip of trades.

The Function Browser is your starting point for managing your derivatives portfolio



Get accelerated calculations for daily MTM, Greeks and cash flows

Quickly calculate a deal’s price and risk – just update the trade details, market data, and conventions & recalculate the spreadsheet


Pricing and Risk Outputs

Features & Benefits
  • Calculate prices and risk sensitivities
  • Create curves, such as discount factor curves and credit curves
  • Generate instrument cash flows
  • Create surfaces, such as volatility surfaces
  • Create risk reports, such as yield curve risk reports

Calculate prices, risk sensitivities & create curves



Provide the user with a comprehensive workbook solution that solves a common
business issue

Access comprehensive workbook solutions


Generate Report

Features & Benefits
  • Market data risk reports
  • Yield risk reports
  • Fixed & floating leg cash flow - actual & PV reports

Generate a wide range of reports


Trade Blotters

LiquidAsset allows you to easily create trade blotters, where you can aggregate P+L, Delta and other Greeks for the trade—as well as risk reports for your portfolio.

Features & Benefits
  • Aggregate prices and risk sensitivities for the whole portfolio
  • Calculate the risk for all trades to market data (first order risk or delta) to get delta hedge numbers for all common deals

Create trade blotters, where you can aggregate P+L, Delta & other Greeks


Deal Viewer

Features & Benefits
  • Drill down to a deal’s inputs, outputs, and risk reports without having to go to the deal’s spreadsheet
  • Allows users to quickly switch between deals to access needed information

Get inputs, outputs & risk reports


Static Data Viewer

Numerix ‘Smart’ Conventions and Calendars

  • Access standard market conventions for leading global jurisdictions
  • Simplify convention set-up in calculators and workbooks, while retaining flexibility for user modifications

View Calendars & Conventions for different jurisdictions around the world


Unparalleled Support

  • LiquidAsset is a robust, ‘future proof’ solution, enabling seamless integration with Numerix CrossAsset
  • Numerix can grow with your pricing and risk management requirements
  • Numerix offers unmatched levels of support as part of your LiquidAsset subscription
  • New releases of LiquidAsset will be made available regularly and are included in your Liquid Asset subscription

Grow Your Operations with Numerix

Because LiquidAsset is built upon Numerix CrossAsset — Numerix can easily grow with your valuation and risk requirements. Experience the many benefits of Numerix solutions: 

  • The most comprehensive library of industry-standard models and methods
  • Define any bespoke custom instrument via Numerix scripting language
Consistent pricing and risk across derivatives desks
  • Sophisticated pre- and post-trade analysis, including scenarios
  • Comprehensive reporting for risk management and operations, including VaR, PFE, CVA
  • Deal interoperability with Numerix XML
  • Numerix can be integrated into any proprietary system via Numerix SDK
  • Availability of partner solutions, including over 50 of the industry’s premier system and data vendors 

  • Timely and efficient custom solutions/features request

More Numerix CrossAsset Solutions