NEW YORK--(BUSINESS WIRE)--Numerix (www.numerix.com), the leading provider of cross-supply analytics for derivative valuations and risk management today announced the launch of their product-Numerix LiquidAsset-for pricing, OTC derivatives and exchange traded offers. Built on the Numerixs market leading CrossAsset analytics, is LiquidAsset a function based Excel solution for valuation of the most common OVER-THE-COUNTER derivatives trade types.
-Launch of LiquidAsset represents the culmination of both time and intellectual capital has invested in extensive Numerix product to cover "vanillas"
Focus on user experience, gives the product a Numerix LiquidAsset intuitive interface that utilizes the power of CrossAsset in price common Numerix stores quickly and accurately. These types of transactions are new and different pricing challenges, such as bid-ask spread is orders of magnitude smaller than its exotic counterparts. With Numerix LiquidAsset, users can take advantage of immediate built-in very conventions which are pre-packaged for pricing and trading in all major currencies and their markets globally.
Numerix LiquidAsset function browser lets users easily add pricing functions in a spreadsheet. calculate the exits from the user who inputs and create a blotter where they can aggregate multiple transactions based on the selected feature. Each pricing function is well documented that contains information about each type of trade, pricing method, required inputs and also contains information about all the exits for the mark to market (MTM), Greeks and other measures and cash flow reports.
"LiquidAsset presents Numerix with the ideal opportunity to access a larger share of the market pricing of OTC derivatives and further secure his foot as the world's premier pricing analytics vendor," said Numerix CEO and COO, Steven r. O'Hanlon. "The launch of LiquidAsset represents the culmination of both time and intellectual capital has invested in extensive Numerix product to cover" vanillas "— or commonly traded illiquid instruments. We are happy to offer our customers this enhanced pricing capabilities. "
"The banana industry is taking the continuing drive for standardisation and transparency is expected to compress margins. Therefore a cost-effective infrastructure that makes it possible for end users the ability to quickly and intuitively price the most traded derivative becomes critical. In addition to the user who runs the more standardized trading, an improved user friendliness also improves productivity and reduces operational risk, particularly where pricing dense, more liquid offerings, "says Dr. Mayiz Habbal, Senior Vice President of Celent.
Numerix LiquidAsset key features and benefits include:
Intuitive user interface designed specifically for market practitioners. "Embedded" in the box candid conventions packaged for different jurisdictions. Instruments that support the most commonly traded OTC derivatives, fixed income, equity, FX, credit and raw materials. Easily create trade blotters to aggregate P + L, Delta (neutral) and Theta to trade. Take advantage of faster calculations for daily MTM, Greeks, and cash flows. Calculate the first for the risk of all professions that data on the participation of all common hedge ratios offers. Fine grained risk reports for all functions. Easily create discounting curves from market data. Comprehensive documentation for all types of trafficking-including trade name and the model. Consistent analytics is used for all OTC derivatives across asset classes.Numerix LiquidAsset is immediately available. All Numerix features are available through Microsoft ® Excel ® that an add-in or can be integrated in the pharmaceutical or third parties using Numerix Bloomberg Edition (NGE), Numerix CrossAsset SDK in c #, C++ or Java. For more information on Numerix LiquidAsset or our flagship CrossAsset product contact Numerix Numerix sales: http://www.numerix.com/contact.
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