| 摘要 |
A method for calculating a foreign exchange index including the steps of: retrieving currency exchange rates corresponding to a plurality of currencies; adjusting long positions and short positions in the plurality of currencies based on an optimization algorithm; and generating the index based on the results of the adjusting step. The foreign exchange index may be calculated on a periodic basis using an optimization model implemented via a computer program, and may be used as a benchmark for a variety of financial products. |
