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Numerix Interface

Numerix® instruments and risk models using Numerix CROSSASSET

Numerix provides cross asset analytics for the valuation and risk management of fixed income securities, OTC derivatives, structured products, and variable annuity products. The numerix and numerixCrossAsset objects make the Numerix engine directly accessible from MATLAB®. To use the capabilities of Numerix CROSSASSET, you must have CROSSASSET client software installed on your local desktop.


numerixCreate numerix object to set up Numerix CAIL environment
numerixCrossAssetCreate numerixCrossAsset object to set up Numerix CROSSASSET environment for Java or C++