Numerix Trader Apps
Numerix Trader Applications combine the sophisticated pricing and risk capabilities of Numerix CrossAsset XL with a customized Excel workbook that helps traders easily manage a small portfolio of deals.
Each set of templates includes workbooks for capturing and pricing deals, testing trading ideas, monitoring relevant market data and calculating risk for an entire book or a subset of deals.
The Numerix Trader Application suite includes:
- Numerix Credit Trader
- Numerix FX Trader
- Numerix Rates Trader
- Numerix Bond Trader
Key Features
- Consistent price and risk calculations across deals, tranches, or an entire portfolio
- Rigorous pre- and post-trade analysis and stress testing
- Dynamic credit-correlation trading, including the ability to quickly define bespoke baskets of credit instruments and the creation of index hedge reports for bespoke CDOs
- Sophisticated capabilities for calculating present value and Greeks, such as the Vanna-Volga pricing method, arbitrage-free volatility smoothing and continuity corrections for FX barriers
- Detailed reporting, including MTM, P&L and aggregate risk reports with drill-down capabilities
- Trade export capability with Numerix XML for trade processing, enterprise risk reporting and back-office operations (MTM, P&L, compliance)
- Market monitors, with automated adapters for several leading market- and credit-data vendors
The Credit Trader Blotter
Drill-Down Risk Reports
Importing FX Vol Curves
Access multiple worksheets for keeping track of important market data and calculated fields. Users can easily import any type of data or take advantage of the worksheet’s built-in data adaptors for Markit and Bloomberg.
Users can manipulate and override market-data inputs, providing precise control over which data are fed into the pricing and risk calculations.
