Numerix introduces suite of trader applications
Numerix has introduced its suite of Numerix trader workbook
applications - Numerix FX
Trader, Numerix Rates Trader and Numerix Credit Trader. FX Trader
and Rates Trader join the newly enhanced Numerix Credit Trader
application which was launched earlier this year, with all three
comprising the suite of Numerix workbook applications.
Numerix FX Trader:
- facilitates rigorous pre- and post trade FX analysis
-provides risk reporting and monitoring capabilities that include
Rho Phi and Delta Gamma worksheets for monitoring FX spot-price
risk
- analytical modeling capabilities and volatility smoothing
features for: Black-Scholes, Dupire, Heston, SABR and Vanna Volga
models.
