Trading and settling enhancements to the standard electronic futures exchange market model leading to novel derivatives including on exchange ISDA type credit derivatives and entirely new recovery products including novel options on these
作者： Pavel Pinkava
DOI:
关键词: Futures contract 、 Business 、 Set (abstract data type) 、 Derivative (finance) 、 Commerce 、 Credit derivative 、 Market model 、 Linkage (mechanical)
摘要: A set of linked methods allows accessing derivative products other than traditional futures and options within an adapted electronic exchange type market model, rules legal environment. One embodiment comprises a linkage such new which provides members with access to several giving either entirely or exact OTC ISDA credit related exposures.
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