NumeriX Offers a “one-stop” cross asset pricing platform for sales, traders, quants and risk managers of derivatives and structured products. All of the components of the NumeriX product suite allow the user access to an infinitely flexible deal definition language and the ability to choose from multiple market-tested and public domain models.
Rapid Structuring with Ultimate Flexibility
Users can structure & price deals with preset templates & automated deal structuring tools. NumeriX’s proprietary deal definition “scripting language” then allows the structurer to capture most deal types in the market avoiding the hard coding & black box nature of so many systems.
Rapid Pricing
NumeriX® is extremely efficient in both memory & processing time. The pricing architecture allows component reuse, enabling, e.g., efficient risk & portfolio calculations. In particular, model calibration can be performed offline & cached for later use. Grid computing on some products ensures efficient portfolio pricing.
Rapid Integration
Users may rapidly integrate NumeriX into their host system, reusing many of their existing financial objects, e.g. yield curves & calendars, ensuring the consistency between host analytics & components of exotics prices. NumeriX is implemented in platform-independent, thread-safe, ISO-standard C++ with integration & prototyping of deals supported via powerful event-driven structuring.
NumeriX Product Suite
NumeriX® analytics are accessible from various levels — from a quantitative Toolkit in C++, as an SDK from C++,Java and C# to an integration optimized SDK in C++, Java or C# or from Excel®. NumeriX is also available as a portfolio capture tool for managing risk and trade capture in NumeriX® Portfolio.
NumeriX® 6
NumeriX® 6 includes all of the necessary tools to model and price deals across multiple asset classes. The NumeriX 6 product allows users to structure complex derivatives using NumeriX scripting language and a wide range of model and calibration options. A comprehensive set of NumeriX templates for Excel are supplied to clients covering all asset classes. Tools such as “Quick Start” and the “Structuring Wizard” make structuring news deals, quick, cutting time-to-market to hours instead of days.
NumeriX® Portfolio
NumeriX® Portfolio is a scalable Front Office structuring, trade capture and portfolio management system for fixed income, credit, equity, and foreign exchange exotic derivatives and vanilla products.
As well as offering easy to work with product templates, the system still supports the entry of bespoke structures ensuring true flexibility and minimal architectural changes to accommodate new trade types.
Offering NumeriX’s powerful grid computing, it allows the user to manage a portfolio of structured products rapidly and efficiently. A full selection of management and risk reports are available within the system to cover risk management needs.
NumeriX® SDK
Using the NumeriX SDK partners and clients can integrate into any internal or third party trading, risk management or straight through processing system. With an intuitive, straightforward approach the Pricing API gives developers the ability to turn lengthy integration into a simple data mapping exercise. Quants and structurers design the deal in Excel and developers easily translate this into code allowing faster integration and faster time–to–market. The Pricing API is available with C++, C# and Java interfaces.
As part of the NumeriX SDK, users wishing to build their own models to extend what is not readily available in NumeriX, we offer the Tools API. The Tools API is a collection of object-oriented modules accessed through an easy–to–use interface. It includes the core mathematical and computational functions required for complete financial instrument pricing and risk management. The Tools API is available with C++, C# and Java interfaces.
NumeriX® Partner Solutions
As a privately owned and independent company, NumeriX offers its standard analytics for sale in pre-integrated “off-the-shelf” format within a wide range of derivatives trade capture vendors, NumeriX allows users to be sure of accessing the same analytics and pricing across all levels of their systems environment.
For further information, please contact:
www.numerix.com |
sales@numerix.com |
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