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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.

Classes

`numerix`	Create numerix object to set up Numerix CAIL environment
`numerixCrossAsset`	Create `numerixCrossAsset` object to set up Numerix CROSSASSET environment for Java or C++

Topics

Working with Simple Numerix Trades
This example shows how to price a callable reverse floater using Numerix CROSSASSET.
Working with Advanced Numerix Trades
This example shows how to price multiple trades from MATLAB using Numerix CROSSASSET.
Use Numerix to Price Cash Deposits
This example shows how to use the Numerix CROSSASSET API to price a cash deposit from MATLAB.
Use Numerix for Interest-Rate Risk Assessment
This example shows how to use the Numerix CROSSASSET for interest-rate curve stripping for risk assessment.
Numerix CROSSASSET Interface Workflow Example Using Matrix, Data, and Call Objects
This example shows how to use the Numerix CROSSASSET API to create and price a vanilla European option.