Numerix LiquidAsset is an intuitive, function-based interface that is rapidly becoming the new standard for pricing liquid derivatives. LiquidAsset is built on the Numerix CrossAsset pricing analytics platform—which is utilized by broker/dealers, issuers, most major counterparties and auditors around the globe.
With LiquidAsset, hedge fund and asset managers, corporate treasurers, insurance firms and all derivative market participants can begin pricing and managing derivatives instruments within minutes of installation.
Main features:
-Instrument support for the most commonly traded OTC derivatives: fixed income, equity, FX, credit, commodities & inflation
-Comprehensive documentation for all trade types—including pricing methodology, model & calibration
-Consistent analytics utilized for all OTC derivatives across asset classes
-Enhanced transparency
-View orthogonal calculators, create blotters, add functions into spreadsheets
-Calculate prices and risk sensitivities
-Create curves, such as discount factor curves and credit curves
-Generate instrument cash flows
-Create surfaces, such as volatility surfaces
-Create risk reports, such as yield curve risk reports
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