SYSTEM AND METHOD FOR ACCOUNTING OF FINANCIAL INSTRUMENTS

摘要

Embodiments of the present disclosure provide systems and methods for accounting of financial instruments. The accounting method for financial instrument may include receiving financial instrument data and classifying the financial instrument data into position components. The financial instrument data may be classified into position components based on three distinctions. The first distinction may determine whether the position component is operational or analytical. The second distinction may determine whether the position component is dependent or independent on a value-date. The third distinction may determine whether the position component is event-driven, deterministic or stochastic. The financial instrument accounting may be performed using the financial instrument data classified into the position components.

主权项

1. A computer implemented accounting method for financial instrument, comprising:
receiving financial instrument data; classifying the financial instrument data into position components based on three distinctions, the first distinction determining whether the position component is operational or analytical, the second distinction determining whether the position component is dependent or independent on a value-date, and the third distinction determining whether the position component is event-driven, deterministic or stochastic; performing financial instrument accounting based on the classified financial instrument data into the position components based on the three distinctions.