- Analytics Platform
- Model Library
Comprehensive CrossAsset Library
The Numerix CrossAsset library offers the industry’s most comprehensive collection of models and methods, allowing institutions to price any conceivable instrument using the most advanced calculations, in addition to a wide range of calibration options for generating market-consistent valuations. With an infinitely flexible architecture for defining bespoke deals—and the ability to integrate your own internal models—Numerix allows you to deploy a unified pricing and risk solution for all your derivative and fixed income positions across all trade types.
Optimized Numerical Methods
Pricing derivatives often involves intense computations. Our quantitative analysts have developed methods that have been optimized for speed and accuracy, enabling rapid calculations for even the most complex instruments.
The Industry’s Only Independent Solution for Hybrids
Numerix hybrid model framework produces accurate valuations for instruments consisting of multiple underlyings through joint calibration, and incorporating multiple stochastic processes. Learn more about hybrids
Numerix Model Calibration
Using Your Proprietary Models with Numerix Analytics
Use your custom models side-by-side with Numerix models by integrating them with Numerix External Model API. This valuable feature allows support for one-off calculations tailored to specific instruments within a unified analytics platform.
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