Sophisticated and flexible

Price and manage any derivative or structured product

The award-winning pricing and risk analytics library provides the industry’s most comprehensive cross-asset class library of market-standard models and advanced numerical methods.

  • Fair pricing and transparency

    Transparent structuring and pricing with granular control over deal structure and pricing inputs, accessible via Python, Excel add-in, and in a software development kit (SDK).

  • Customizable calibration

    Full control over model selection and calibrations settings, ensuring valuations remain accurate and reflective of current market conditions.

  • Multi-underlying instrument pricing

    Hybrid model framework produces accurate valuations for instruments consisting of multiple underlyings through joint calibration and incorporating multiple stochastic processes.

  • Comprehensive asset class coverage

    Equities, Interest Rates, FX, Credit, Commodities, Inflation, Structured Products, Crypto, Hybrids

Benefits Callout

Streamlining portfolio valuation and stress testing for financial institutions

Risk Scenario Framework, Numerix’s stress testing capability, can be used to calculate central difference Greek sensitivities such as Interest Rate DV01, equity delta, and vega sensitivities but can also be used to create large scale scenario shocks. 

The framework allows Greeks and sensitivities to be calculated across asset classes for any market data environment.



CrossAsset offers the industry’s most comprehensive derivatives analytics library empowering users to structure, price and manage all OTC derivatives.

Learn more

Want to see our technology in action?

Request a demo using the button below.

Our key difference

Subscribe to our monthly newsletter to get exclusive resources from Numerix.