首页>
外国专利>
SYSTEMS AND METHODS FOR SWAP CONTRACTS MANAGEMENT WITH A DISCOUNT CURVE FEEDBACK LOOP
SYSTEMS AND METHODS FOR SWAP CONTRACTS MANAGEMENT WITH A DISCOUNT CURVE FEEDBACK LOOP
展开▼
机译:具有折扣曲线反馈环的掉期合同管理的系统和方法
展开▼
页面导航
摘要
著录项
相似文献
摘要
A method, system, apparatus and media are directed to managing trading of financial instruments with a clearinghouse as a counter-party to trades. A plurality of inputs that includes trade data for trades executed using the computer system is received. A discount curve for projected prices of a swap contract over time based on the received plurality of inputs is determined in real-time. A swap contract price is valued based on the determined discount curve. A margin requirement is determined for a user who wishes to trade or hold a position in the swap contract in the user's account based on the swap contract price. Data about a trade of the swap contract that is executed within the computer system is incorporated into the trade data used for determining the discount curve to provide a feedback loop into the real-time determination of the discount curve.
展开▼