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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.

classes

create numerix object to set up numerix cail environment
create numerixcrossasset object to set up numerix crossasset environment for java or c

topics


  • this example shows how to price a callable reverse floater using numerix crossasset.


  • this example shows how to price multiple trades from matlab using numerix crossasset.


  • this example shows how to use the numerix crossasset api to price a cash deposit from matlab.


  • this example shows how to use the numerix crossasset for interest-rate curve stripping for risk assessment.


  • this example shows how to use the numerix crossasset api to create and price a vanilla european option.

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