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

摘要

Among other embodiments, methods and systems are disclosed for determining one or more sets of structured cash flows corresponding to a graph having one or more nodes corresponding to one or more exchange definitions or swap transactions. The net present value of a structured cash flow may be substantially zero, and may correspond to a maximum notional amount, a maximum flow, or a minimum cut.