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Numerix Unveils OTC Derivs Pricing Product

Numerix has launched a product for pricing over-the-counter derivatives and exchange traded deals.

    Numerixhas launched a product for pricing over-the-counter derivatives and exchange traded deals.Numerix LiquidAsset, built uponNumerix CrossAssetanalytics, is a function-based solution for valuation of the most common set of OTC derivative trade types.

    The product will enable users to take advantage of built-in deal conventions that are pre-packaged for pricing and trading all the major currencies and their markets globally. The Numerix LiquidAsset function browser allows users to easily add pricing functions to a worksheet, calculate outputs from user provided inputs and form a blotter table on which they can aggregate multiple trades based on the selected function.

    Click here for the release fromNumerix.

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