Method and Systems for Advanced Spread Price Calculation

摘要

Methods and systems for advanced spread price calculation are disclosed. An example method to calculate a spread price includes receiving a trading spread including a plurality of legs, wherein each leg of the plurality of legs is associated with a tradeable object. The example method includes facilitating a definition of a mathematic equation that describes a relationship between each of the plurality of legs based on at least two parameters relating the plurality of legs to the spread price. The example method includes calculating the spread price based on the defined mathematic equation.

主权项

1. A method to calculate a spread price comprising:
receiving, via an electronic trading device, a trading spread including a plurality of legs, wherein each leg of the plurality of legs is associated with a tradeable object; facilitating, via the electronic trading device, a definition of a mathematic equation to describe a relationship between each of the plurality of legs based on at least two parameters relating the plurality of legs to the spread price, where at least one parameter of the at least two parameters is variable according to changes in a market for at least one of the plurality of legs; and calculating, via the electronic trading device, the spread price based on the defined mathematic equation.