Analytics Architecture
Setting the Standard for Cross-Asset Modeling
“We selected Numerix products to fuel [our new independent pricing] service offering based on their broad range of pricing models and methods, built-in world-class analytics and strong architecture.”
— Prashant Ranade
President & CEO, Syntel
At the foundation of the Numerix architecture is a sophisticated library of cross-asset models and methods that has been developed and integrated by our award-winning quantitative research team. In addition, we offer a unique hybrid model framework and the ability to integrate proprietary models. Learn more
Grid-Computing Enabled
Numerix enables a wide range of distributed-computing configurations, including pre-integrated Windows and Excel solutions using our recommended grid-computing platform: Microsoft Windows HPC Server 2008. Learn more
Flexible Integration Options
The Numerix libraries are designed to be interoperable and platform-agnostic, providing broad instrument coverage wherever you need it. We can also help you design an integration strategy based on your system architecture, including database-driven pricing or an advanced declarative framework. Learn more
How Numerix Technology Delivers Ultimate Flexibility
Through an object-oriented architecture and powerful payoff scripting language, Numerix analytics give you the ability to describe arbitrarily complex derivatives or structured products, and then query the instrument for prices, cashflows and Greeks.
Instruments are constructed by defining “Application Objects” that represent various components of the deal, such as events, pricing model, market data and indices. These objects are combined like building blocks in an interconnected structure that identifies the dependencies and relationships between each component. The instrument’s payoff logic is described (and easily changed) using Numerix’s intuitive scripting language. This unique approach makes it possible to quickly structure, validate and price new trade types, and then integrate them into your system environment.
Pricing Flow: How Deals Are Priced in Numerix
