Numerix Bolsters CrossAsset Pricing Tool

mathematics

Derivatives valuation and analytics software vendor Numerix has added new features to the latest release of its CrossAsset analytics framework for structuring and pricing derivatives.

Version 10.2 includes: new risk techniques to speed up exposure and credit value adjustment or potential future exposure calculation across portfolios of interest rate swaps, foreign exchange forwards and cross-currency swaps, by aggregating cashflows for linear instruments; other performance improvements to speed

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