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Method and system for managing credit-related and exchange-rate related risk
Method and system for managing credit-related and exchange-rate related risk
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机译:信用相关和汇率相关风险管理方法及系统
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摘要
A method and system for improving liquidity of transactions for a plurality of contracts is disclosed. The method and system include defining a complete set including the plurality of contracts. The complete set guarantees at least an initial settlement value at least one particular time. The complete set also corresponds to a settlement value that is determined based upon the initial settlement value. Preferably, the settlement value is determined based upon the initial settlement value and an interest rate effect.
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