SYSTEMS AND METHODS FOR LIST TRADING OF ASSET-BACKED SECURITIES

Disclosed herein are systems and methods that provide improved list trading functionality for the mortgage origination sector. The system includes dealer software that provides at least one of a carry calculator configured to calculate a carry valuation of a bond based on predetermined data; a weigh...

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Bibliographische Detailangaben
Hauptverfasser:	Monahan, Justin, Manfredi, Hadley, Goldsmith, Randy, Nwafor, Chika Jasper
Format:	Patent
Sprache:	eng
Schlagworte:	CALCULATING COMPUTING COUNTING DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES ELECTRIC DIGITAL DATA PROCESSING PHYSICS SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung:	Disclosed herein are systems and methods that provide improved list trading functionality for the mortgage origination sector. The system includes dealer software that provides at least one of a carry calculator configured to calculate a carry valuation of a bond based on predetermined data; a weighted average matrix functionality configured to calculate a single weighted average bid/offer for a group of bonds; a price matrix that allows users to quote in spread and compute an all-in dollar price bid; an axe indicator for dealers to indicate in real time if a quote is axed; and shared views allowing multiple users across trading and sales to view the inputs of other users in real time.