Numerix has launched a product for pricing over-the-counter derivatives and exchange traded deals. Numerix LiquidAsset, built upon Numerix CrossAsset analytics, 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 from Numerix.