Numerix Grows CrossAsset Pricing, Modeling Capabilities
Derivatives pricing, valuation and analytics vendor Numerix has added broader instrument coverage and new features to its CrossAsset analytics tool.
Version 10.1 of the product includes increased convertible bonds coverage, with prices, statistics and risk measures to support buy-side traders and middle-office staff; expanded multi-curve pricing with support for overnight index swaps discounting, enabling clients to price any interest rate or cross-currency derivative based on money market lending rates; and power spread option modeling, to more accurately price and manage risk associated with power spread options.
Numerix president and chief operating officer Steven O'Hanlon says the additions will reduce the complexity and time needed to model vanilla and exotic derivatives and structured products.
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