System and method for financing with a convertible repurchase agreement

摘要

A financial instrument comprises a condition wherein a first party agrees to deliver a number of first securities to a second party at a first time. The financial instrument further comprises a condition wherein the second party agrees to deliver a first amount to the first party at the first time. The financial instrument further comprises a condition wherein the first party agrees to repurchase the first securities from the second party at a second time. The financial instrument further comprises a conversion option, and a condition wherein the first party agrees to pay an option value at the second time, wherein the option value is an in-the-money value of the conversion option.