Method, system, and computer program product for grouping securities in order to calculate a fee

摘要

A method, system, and computer program product for calculating a reduced fee associated with combining previously securitized mortgage-backed securities to form a new and larger security called a Mega. The method includes identifying a group of Megas that correspond to at least one predetermined fee discount parameter. The group of Megas are members of a set of Megas and the set of Megas contain a number of Megas equal to or larger than a number of Megas in the group of Megas. The method includes calculating a fee for said group of Megas and repeating the steps of identifying a group and calculating a fee until a plurality of groups of Megas have been identified and corresponding Mega group fees have been calculated. The method also includes choosing from said plurality of groups of Megas a final set of Mega groups having a reduced total fee.