(Editor’s note: Numerix, a vendor offering cross-asset analytics for derivatives valuations and risk management, recently announced that it has expanded real-world modeling coverage in the Numerix CrossAsset core analytics stack, part of the 12.5 release. The upgrade offers the new Hull-White 2-factor real-world interest rate model (HW2F RW), which supports calibration to a projection curve… Read More >>
Numerix Boosts System Performance via Intel Hardware
Numerix, a provider of cross-asset analytics systems, reports that running a key platform with the support of the Intel Threading Building Blocks (Intel TBB) Library has boosted performance and enabled Numerix users to write parallel programs that take full advantage of the chipmaker’s multicore capabilities. Through a strategic relationship, development teams at Numerix and Intel… Read More >>
