METHOD AND SYSTEM FOR DETERMINING, CONTRACTING TO EXCHANGE, AND ACCOUNTING FOR MATCHED SETS OF OFFSETTING CASH FLOWS

摘要

One disclosed embodiment comprises a computerized method and system for matching structured cash flows by transmitting an information of an exchange definition comprising information of two or more underlyings, a notional amount or range, and a payment provision, and receiving a linear combination of one or more partial exchange definitions such that the net present value of the cumulative cash flow of the linear combination of partial exchange definitions is substantially zero.