Numerix CrossAsset XL 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 utilizing.
Users gain the ability to rapidly describe any new deal type using hundreds of customizable trade templates, an intuitive payoff scripting language and the industry's most comprehensive cross-asset class pricing and risk analytics library.
As part of the Numerix CrossAsset Suite, CrossAsset XL is available as either a multi asset class solution or select modules targeted to individual asset classes:
• | Fixed Income | • | Credit | |
• | Equity | • | Commodities | |
• | FX | • | Inflation | |
• | Structured Finance | • | Life | |
• | Hybrids | • |
Crypto |
Rapidly Structure and Price Any Derivative |
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Gain time-to-market advantages with 250+ pre-defined deal templates, including 'out-of-the-box' deal types and trade blotters that can be easily modified. Rapidly structure and price any derivative, across all asset classes (fixed income, equities, FX, credit, commodities, inflation, crypto, structured finance, life and hybrids). |
Pre-trade Analysis |
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Enables pre-trade price discovery and the ability to stress-test and monitor trading strategies directly in Excel. |
Customizable Front-End for Trading |
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Easily design and set-up a customized front-end for trading, with tailored workbooks/blotters and the ability to view a portfolio of trades.
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Scenario Analysis |
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Supports pre- and post-trade scenario analysis, pricing grids and convergence using Excel to test trading strategies and shock portfolios. |
Comprehensive Model Library |
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Access the most comprehensive cross-asset pricing and risk analytics, spanning all asset classes (fixed income, equities, FX, credit, commodities, inflation, structured finance, crypto, life and hybrids). |
Extensive Risk Measures |
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Extensive range of risk measures for risk management purposes, including Greeks, XVAs, Counterparty Exposures, VaR, P&L, and others
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Capture Speed-to-Market Opportunities
Leverage time-to-market advantages with over 250 pre-defined templates, and the ability to rapidly structure and price any new instrument across asset classes. Users can dramatically reduce time-to-market for creating new products.
Gain Competitive Advantages, with the Ability to Price Any Deal Type
Structure and price even the most complex derivatives and bespoke deals, utilizing the industry’s most comprehensive pricing and risk analytics library. Benefit from spreadsheet flexibility for any payoff or model and complete coverage for custom products and exotic derivatives.
Make Better Trading Decisions
Pre-trade price discovery and the ability to stress-test and monitor trading strategies in Excel helps users develop more informed trading strategies and make better trading decisions.
Create Personalized Trading Environment to Enhance Trading Efficiencies
The flexibility of CrossAsset XL enables traders to design and customize their front-end for trading with the tailored workbooks and blotters that work best for them.
Meet Risk Management and Reporting Requirements
An extensive range of risk measures, including XVAs, Counterparty Exposures, VaR, P&L, and others.