Numerix CrossAsset 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.

  • Fair Pricing & Transparency: Pre/post-trade pricing of financial derivatives

  • Model Validation: Richest set of models & full transparency

  • Counterparty Risk Analytics: Providing cutting edge CVA, DVA, PFE & FVA

  • Consistent & Accurate Risk Reports: Accurate risk numbers across all asset classes

  • Scenario Analysis: Bump & twist any risk component

  • Cutting-Edge Multi-Curve Framework: Flexible multi-curve, multi-currency pricing with sophisticated global solving

  • Ahead of the Curve for the LIBOR Transition: Accelerate your transition to alternative reference rates (ARRs) with 100% SOFR and SONIA curve coverage

Numerix CrossAsset Excel provides unprecedented flexibility for structuring, pricing and managing even the most complex derivatives and structured products—all in the Microsoft© Excel environment that traders and structurers are already accustomed...
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Delivered on the desktop as an Excel add-in, the Numerix Bloomberg Edition enables you to describe any new deal type using hundreds of customizable trade templates, an intuitive payoff scripting language and the industry's most comprehensive library...
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From trading desk to enterprise risk management—Numerix easily integrates into proprietary or third-party systems via the Numerix CrossAsset Integration Layer and SDK in Python, C#, C++, or Java. 
The Numerix CrossAsset SDK includes the CrossAsset...
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View the list of Numerix Models
About The Numerix 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...
Product
Numerix CrossAsset’s cutting-edge multi-curve framework empowers institutions to accelerate their LIBOR transition and dynamically respond to the impacts of the evolving alternative reference rate (ARR) landscape.
CrossAsset delivers market-ready...
Product