System and Method for Delegated Pricing and Quote Maintenance for Trading of Dependent Financial Instruments

摘要

System and method for delegated quote generation for a dependent financial instrument includes receiving a delegated pricing parameter vector for the dependent financial instrument, the delegated pricing parameter vector based at least in part on a plurality of market parameter fluctuations within which to price the dependent financial instrument, and generating a quote for the dependent financial instrument remotely from the market participant computer system in accordance with a plurality of parameters falling within the plurality of market parameter fluctuations in the delegated pricing parameter vector.