Overview

Numerix CrossAsset is a leading derivatives pricing and risk management analytics library. It supports structuring, pricing, and managing sophisticated OTC derivatives across all asset classes—equities, rates, FX, credit, commodities, inflation, and hybrids. With a rich set of models, pre-defined templates, scripting support (Python, Excel), and runtime flexibility, it empowers trading desks, risk managers, and quants to accelerate time to market, maintain precision, and scale seamlessly across platforms.

Features and Capabilities

• **Comprehensive cross‑asset library: **Offers an award‑winning suite of models and advanced numerical methods for vanilla and exotic derivatives.
• **Pre‑defined templates & scripting: **Includes 250+ deal templates and a payoff language (Python/Excel) to describe bespoke instruments.
• **Optimized runtime analytics: **Performs pricing and risk calculations on the fly without recompilation, supporting evolving capital markets.
• **Hybrid model framework: **Calibrates correlated stochastic processes across multiple underlyings to price complex hybrid derivatives accurately.
• **Risk scenario framework: **Automates Greeks, stress‑testing, and scenario analysis across asset classes with custom reporting and aggregation.
• **Flexible deployment: **
  • CrossAsset XL: Integrated within Excel for pre‑trade price discovery, stress testing, and deal structuring.
  • CrossAsset SDK: Available in Python, Java, C#, C++, supports on‑prem and cloud deployment for scalable calculations.
• **Economic Scenario Generator (ESG): **Produces risk‑neutral and real‑world simulations with 40+ capital market models, custom scripting, and multi-API integration.
• **Support for ARRs & global rates: **Full coverage of alternative reference rates for compliance across jurisdictions.