| 主权项 |
1. A method for settlement of repo agreement utilizing a settlement algorithm, the method being implemented on a computer system having one or more physical processors programmed with computer program instructions which, when executed, perform the method, the method comprising:
optimizing, by the computer system, a portfolio of new trades; generating, by the computer system, settlement instructions based on rulesets, basket IDs, and collateral preference schedule; repurchasing, by the computer system, residual collateral from the maturing and principal decrease trades in the prescribed asset class order using dealer's liquidity; and settling, by the computer, new trades and principal increase trades up to a projected settlement amount. |
