Method and system for improved spread price calculation

摘要

A method and system for performing improved spread price calculation is disclosed. An exemplary spread price calculation method includes receiving a transaction spread that includes a plurality of legs, each of the plurality of legs being associated with a tradable object. The method further includes enabling the definition of a mathematical expression representing the interrelationship between the plurality of legs based on at least two parameters for associating the plurality of legs with a spread price. The method further includes calculating a spread price based on the defined formula.