Numerix Updates Data Infrastructure For Multi-Curve Modeling


Numerix, an analytics software vendor, has improved the reference data infrastructure of its trade capture application, Portfolio, and added new functionality for multi-curve modeling to the application. The new capabilities will help firms configure yield curves to be stripped with a separate discounting and projection curve. This is intended to help firms attain more accurate valuations for counterparty risk mitigation. Denny Yu, Numerix's New York-based product manager of risk, said the en