Documentation

This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English version of the page.

Note: This page has been translated by MathWorks. Click here to see
To view all translated materials including this page, select Country from the country navigator on the bottom of this page.

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

numerixCreate numerix object to set up Numerix CAIL environment
numerixCrossAssetCreate numerixCrossAsset object to set up Numerix CROSSASSET environment

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.

Was this topic helpful?