| 摘要 |
PROBLEM TO BE SOLVED: To provide a mechanism of managing hedge orders for synthetic spread trading.SOLUTION: Hedge legs for synthetic spread trading strategies are managed as attached or detached from a synthetic spread order. A legged hedge order may be changed, adjusted, deleted, cancelled or otherwise managed according to changes, adjustments, deletions and/or cancellations of the synthetic spread order to which the legged spread order has been submitted.SELECTED DRAWING: Figure 4 |
