System and Method for Managing Derivative Instruments

The present invention is a system and method for providing improved management functions for derivative instruments. In order to allow a portfolio manager to convert existing positions to new positions with reduced parameters, including but not limited to, the total number of positions, and the tota...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Hauptverfasser:	HIRANI SUNIL, BELL KATRINA
Format:	Patent
Sprache:	eng
Schlagworte:	CALCULATING COMPUTING COUNTING DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES PHYSICS SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
Online-Zugang:	Volltext bestellen
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	The present invention is a system and method for providing improved management functions for derivative instruments. In order to allow a portfolio manager to convert existing positions to new positions with reduced parameters, including but not limited to, the total number of positions, and the total notional amount, a process is provided allowing a DM platform to generate potential transactions which compress eligible positions within a portfolio manager's portfolio to obtain such reduced parameters, with analytical support for the potential transactions.