LiquidAsset SDK is designed to enable in-house and third-party pricing and risk application integration.
Numerix, the New York-based analytics provider, primarily for the purposes of risk management, has announced the availability of its LiquidAsset Software Development Kit (SDK).
LiquidAsset SDK has been fitted with the Numerix Function Reference, which provides documentation for all trade types, including pricing methodology, modeling and calibration. Instrument support covers over-the-counter (OTC) derivatives in foreign exchange, fixed income, equities, credit, interest rate and commodities.
"The seamless integration and intuitive nature of LiquidAsset is specifically designed to grow with a clients' pricing and risk management requirements," says Numerix president, Steven O'Hanlon. "The continued evolution of this offering is a testament to its relevance and necessity in the marketplace and we are proud to be able to offer this SDK to cover the most commonly traded liquid instruments."
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