Numerix CrossAsset XL

The Industry Standard for Derivatives Analytics
Numerix CrossAsset XL offers a powerful Excel-based analytics solution for derivatives and structured products, providing unprecedented flexibility for structuring, pricing and managing individual deals or a book of trades.

Through a spreadsheet interface to Numerix’s award-winning analytics, financial professionals gain all the tools necessary to model any type of instrument — including a comprehensive library of models and methods, hundreds of customizable trade templates based on commonly used deal types, a transparent pricing architecture and Numerix’s unique deal-scripting language.

The CrossAsset Suite
Numerix CrossAsset XL is designed for institutions that manage multiple asset classes, with full access to the Numerix model library. For clients with more targeted needs, we also offer modules for individual asset classes.

Key Features

100% Deal Transparency
Every aspect of a Numerix deal is transparent and customizable — from deal structure and payoff schedules to models and methods — providing ultimate flexibility in trade modeling.

Pre-trade Pricing and Scenario Analysis
Enables price discovery for complex or bespoke instruments and allows the user to generate multiple pricing scenarios to stress-test hypothetical trade combinations.

Comprehensive Risk Analysis and Reporting
Includes extensive reporting capabilities for valuation and risk management, including P&L, MTM, Greeks and custom risk reports.

Increased Speed to Market
Reduces development time for new products to hours with fast structuring tools, including Quick Start deal templates and the Structuring Wizard. Deals designed in Numerix CrossAsset XL can be quickly integrated into your system environment by using the Numerix CrossAsset SDK or a Numerix partner solution.

Personalized Front End
Provides customizable workbooks and blotters for monitoring trades, with the ability to track valuations and risk metrics for a book of trades using live market data. Includes the ability to view open positions and potential trade ideas together.

Flexible Data Management
Supports any type of proprietary or third-party data, with integrated data adaptors for several leading data vendors — allowing users to compare valuations from multiple data sources.

Integration of Custom Models and Pricers
Allows institutions to use proprietary models or pricers by integrating them into the Numerix kernel architecture using the External Model API. Enables seamless integration of one-off calculations tailored to specific instruments and allows the use of Numerix payoff scripts with custom general-purpose models. With this capability, Numerix CrossAsset XL offers a single analytics platform for structuring and pricing all of an institution's deals across trading desks.

Screenshots
 

		With full support for all major asset classes, Numerix CrossAsset XL includes over 250 customizable trade templates based on commonly used deal types, helping speed the deployment of new trades (click image for full view of a sample Quick Start interface)
		Numerix's payoff scripting language provides ultimate flexibility and transparecy in representing custom deals (click image to view full sample of the scripting interface)