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 C#, C++, or Java. 

The Numerix SDK includes the CrossAsset Integration Layer, which is a data-driven interface (API) that empowers users and partners to non-programmatically extend CrossAsset with custom interfaces, new models and business logic. 

 Numerix Model API offers an application program interface that enables the integration of proprietary models into Numerix analytics—creating unified system coverage for all instruments and paving the way toward standardization across the enterprise. Once integrated, the new models flow seamlessly up through all Numerix solutions, alongside Numerix models. 

Moreover, our system developers and financial engineers can work with your team to provide further customization, including bespoke instruments, valuation methods and custom reporting features.


Leverages Models in Existing Systems


Leverage Numerix market-tested models and methods in existing systems across the full trading and risk lifecycle.

Extends Production Platforms


Easily extend production platforms’ deal coverage across asset classes, including exotics and structured products.

Integrates Proprietary Models


Numerix Model API enables users to  pull proprietary models into the analytics stack, creating a path to standardization. 

Enables Consistent Valuation Platform


Facilitates consistent valuation methods across the entire enterprise.

Advanced Risk Analysis and Reporting


Supports a more holistic approach to risk, enabling advanced risk analysis and reporting.

Enhanced Integration


Users can integrate a wide range of custom applications, such as visualization and master data management tools.



Enables complex calculations for valuations and risk to be scaled using cloud computing resources such as Microsoft Windows Azure.

Benefits & Features
  • Empowers Users and Partners to Non-programmatically Extend Numerix CrossAsset

The Numerix CrossAsset Integration Layer provides a data-driven interface that empowers users and partners to non-programmatically extend CrossAsset with custom interfaces, new models and business logic.

  • Enables a Path to Standardization Across the Enterprise

Pre-defined templates of validated financial instrument definitions, models and curves or custom templates can be easily and independently defined via the Integration Layer, extending deal coverage across asset classes.

  • Improves Control Over Model Risk Management 

Through the rapid integration of new financial instrument types and  models, and the reuse of definitions across various technology platforms, Numerix CrossAsset Integration Layer enables improved control over model risk management and supports product control functions by allowing only authorized individuals to edit and publish new financial instrument types and models.

  • Path to Standardization  

By using our Model API to bring in your proprietary "in-house" models, the Numerix SDK paves the way for a true "single-source of truth" system for structuring, pricing, risk management—and even the testing and validation of your models.

  • Mitigates Model Risk with Instant Model Validation 

As traders and quants develop and price new instrument types, they can compare results from proprietary models alongside the market-standard models provided by Numerix, reducing time-to-market for new instrument types and satisfying internal risk controls and regulatory requirements.

Case studies
Annuity Design & Hedging
Counterparty Risk Management Research
Model Risk Research
System Integration Solutions
Additional Resources
On-Demand Webinar
On-Demand Webinar | Risk.net and Numerix: Exploring MVA & Initial Margin
Press Release
Numerix Wins Awards for Front Office Risk Management Technology, Pricing &...
Live Webinar
Preparing for a World Without LIBOR: Where Are We Now?
Preparing for a World Without LIBOR: Where Are We Now?
News - Article PDF
CEO Today | CEO Today USA Awards 2017
Press Release
Numerix Names Diane Redvanly As Chief Financial Officer
White Paper
The 5 Top-of-Mind Issues Dominating the LIBOR Transition
Written Blog
Why We're Putting Front-Office Risk Transformation Into Focus
Press Release
Numerix Wins Best Risk Management Technology Provider in HFM US Hedge Fund Services...
Press Release
Numerix Recognized as Leading Provider of Front-Office Risk Technology
Product Collateral
Numerix Oneview For XVA | Fact Sheet

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