Documentation

Numerix Interface

Numerix® instruments and risk models using Numerix CAIL (CrossAsset Integration Layer)

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 object makes the Numerix engine directly accessible from MATLAB®. To use the capabilities of Numerix CAIL, you must have CAIL client software installed on your local desktop.

Classes

numerix Create numerix object to set up Numerix CAIL environment
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