Numerix Updates Data Infrastructure For Multi-Curve Modeling

denny-yu-numerix

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

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: