Numerix has introduced an upgraded version of its function-based interface for pricing liquid derivatives, Finextra reports. The new Numerix LiquidAsset solution from the provider of cross-asset analytics for derivatives valuations and risk management will allow corporate treasurers, asset and hedge fund managers to make use of the analytics being used by financial institutions, governments and system providers worldwide.
Built on the Numerix CrossAsset platform, the LiquidAsset browser will help users to add documented pricing functions to a worksheet, use a sample calculator with their individual data inputs and allow for aggregation of multiple trades based on the selected function. It will include mark-to-market (MTM), risk measures, cash flow and related reports.
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