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Advanced pricing, risk and hedging analytics for corporate treasury with Numerix LiquidAsset version

Numerix's newest version of LiquidAsset, their solution for independent pricing and risk analysis of debt and derivative instruments, contains expanded functionality and usability. The Numerix LiquidAsset function browser enables users to quickly and easily add pricing functions to a worksheet, use a special sample calculator with their own data inputs, or create a deal blotter table where users can aggregate multiple trades based on the selected function. Each pricing function is fully documented providing information about each trade type, pricing methodology and required inputs. Mark-to-market (MTM), risk measures, cash flow and other detailed reports are also included.

The new release of LiquidAsset includes "Workbook Solutions" for commonly traded instruments and a utility tool for generating cash flows, market data risk and yield risk reports for scenario analysis.

Numerix LiquidAsset is available immediately. All Numerix functions are available via Microsoft® Excel® as an add-in, or can be integrated into proprietary or third-party system using Numerix Bloomberg Edition (NBE), Numerix CrossAsset SDK in C#, C++, or Java.

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This item appears in the following sections:
Treasury Technology
Dedicated Treasury Systems
Financial Risk Management