| 摘要 |
A data processing technique is provided for processing data structures identifying two resources terminating at different times, a time instance earlier than these termination times, and a numeric data value which is time independent. At this time instance, resource values and resource amounts are determined. For determining the resource amounts, a sensitivity of the respective resource to a predefined parameter is determined, and the numeric data value is divided by the respective sensitivity. The data processing technique may be applied for trading and clearing a futures contract.
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