摘要 |
Synthetic spread trading strategies are represented and managed as homogeneous tradeable objects. Relationships between a synthetic spread and its constituent parts are defined and states for a spread are developed for accurately reporting, tracking and otherwise administering a synthetic spread and its constituent parts. A state of a synthetic spread is identified as working, pending, legged or filled. The states, in addition to identification of a synthetic spread's constituent parts, introduces information to allow a spread order and its post trade analysis to be consistently and effectively managed by multiple trading tools.
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申请人 |
TRADING TECHNOLOGIES INTERNATIONAL, INC. |
发明人 |
HALDES, TOM JAMES;MINTZ, SAGY P.;MESSINA, PATRICIA A.;DEITZ, ALEXANDER D.;ROONEY, PATRICK J. |