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 enhan
Waters Wavelength Podcast Episode 75: An Update on the Julia Programming Language; AI & Alternative Data; Digital Currencies
Julia Computing's Viral Shah talks about the programming language he helped create and what's ahead for it. Then James and Anthony talk about the pairing of AI & alternative data, digital currencies, and Game of Thrones.Subscribe to Weekly Wrap emails