Hedge transactions using variable order prices
    19.
    发明申请
    Hedge transactions using variable order prices 有权
    使用可变订单价格的对冲交易

    公开(公告)号:US20080091584A1

    公开(公告)日:2008-04-17

    申请号:US11953650

    申请日:2007-12-10

    IPC分类号: G06Q40/00 G06F17/10

    摘要: Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction.

    摘要翻译: 提供系统和方法用于执行与衍生产品订单相关的套期交易,其中衍生产品的价格由一个或多个变量定义。 可以在与执行衍生产品订单的交换或匹配引擎不同的交换或匹配引擎执行套期交易。 衍生产品交易的执行可能取决于是否存在适当的对冲交易。 或者,在执行衍生产品交易之后,可以使用尽最大努力的方法填写对冲交易订单。