NxCore Python

Flexible deployment options, pythonic simplicity, and access to best-in-class analytics across all asset classes

NxCore Python (NxCP) is a comprehensive SDK built from the ground up to deliver a fully Pythonic user experience (UX), enabling developers to build applications that leverage Numerix's powerful analytics libraries. Designed with simplicity and control in mind, NxCP offers a clean, consistent API into Numerix's analytics libraries, and introduces a new approach to managing reference data, modeling configurations, and pricing strategies.

NxCore Python (NxCP) supports a wide range of analytics across all asset classes, including pricing, risk management, portfolio analytics, scenario generation, profit and loss, VaR, XVA, and PFE. As a cross-platform solution, it offers flexible deployment options, making it easy to integrate into various environments, from customer data centers to desktops and cloud platforms. Perfect for organizations looking to harness Numerix’s advanced financial models, NxCP provides a scalable, customizable platform that ensures seamless analysis and integration. It also offers flexible deployment options, making it easy to integrate into various environments.

NxCore Python is the ideal solution for organizations looking to leverage Numerix’s inustry-standard while maintaining full control and transparency in their analytics and data management processes.

Key features

Effortless Python integration

Seamlessly connects to Numerix’s leading analytics libraries with a direct and intuitive Python interface.

Flexible cross-platform support

Deploy flexibly across desktops, data centers, or cloud infrastructures to suit your operational needs.

Award-winning analytics for every asset

Access award-winning analytics for OTC derivatives, fixed income, structured finance, convertible bonds, and economic scenario generation.

Scale with your needs

Easily handle portfolios of any size with adaptable cross-asset modeling, including configurable calibration and interpolation methods.

No black-box approach

Enjoy complete access to underlying analytics libraries, full documentation, and a clear, non-black-box approach.

Enhance workflows with smooth integration

Interoperates with existing systems and data to enhance financial modeling and analysis workflows.

Benefits

Comprehensive development toolkit

Unlike traditional APIs, NxCore Python is a full SDK, providing a complete toolkit for development rather than just an interface. It provides a complete set of tools for development, enabling deeper integration and customization within your financial applications. This allows you to tailor the SDK to fit your specific needs and scale your solutions independently.
Streamlined integration

NxCore Python is designed with simplicity at its core, making the integration a straightforward process. Its code layer ensures developers can easily incorporate analytics into existing systems and applications, significantly reducing the complexity often involved.
Enhanced flexibility and scalability

By providing a robust toolkit rather than just an interface, NxCore Python offers greater flexibility and the ability to scale your system or application according to your requirements. This ensures that your applications can grow and adapt as needed, without being constrained by limitations typical of more basic APIs.
Seamless front-to-risk engine integration

Designed to integrate across departments, NxCore Python enables smooth collaboration between key decision-makers. This end-to-end integration allows for real-time decision support, improving alignment and accelerating business processes from front office to risk management.

Want to see NxCore Python in action?

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Stress testing at lunchtime: Intraday scenario analysis for 0DTE option portfolios

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Gamma hedging of 0DTE options: Managing extreme risk on expiration day

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FAQs

Q1: What is the difference between NxCore Python and the CrossAsset Python SDK?
CrossAsset offers a Python SDK as one of several integration layers alongside Excel, Java, and C++, giving access to the CrossAsset derivatives pricing library. NxCore Python (NxCP) is a purpose-built, fully Pythonic SDK designed from the ground up for Python-native workflows, with a new approach to managing reference data, modeling configurations, and pricing strategies. NxCP provides access to the full Numerix analytics library — not just CrossAsset but also XVA, PFE, VaR, and ESG capabilities — in a single, coherent Python package.

Q2: What analytics does NxCore Python provide?
NxCP provides access to the full Numerix cross-asset analytics library: OTC derivatives pricing across all asset classes (equity, rates, FX, credit, commodity, inflation, structured products), risk sensitivities (Greeks, DV01, delta, vega, curvature), scenario analysis, XVA (CVA, DVA, FVA, MVA, KVA), Potential Future Exposure (PFE), Value-at-Risk (VaR), and economic scenario generation for insurance. The same analytics powering Oneview, CrossAsset, NAS, and the Numerix ESG are accessible through NxCP.

Q3: Where can NxCore Python be deployed?
NxCP is a cross-platform SDK supporting deployment across desktop environments for research and prototyping, on-premise data centers for production risk systems, and cloud platforms for scalable batch computation and API-based analytics services. It interoperates with existing Python data infrastructure including pandas, NumPy, and common financial data libraries.