Patent ID: 11900460
Assignee: nan
Field: IT methods for management (Electrical engineering)
Classification: CPC G | IPC G

Claim 1:
2. The method of claim 1, wherein the step of selecting by the computer a selected bond from bonds trading on said electronic trading platform comprises the steps of:
determining by the computer a coupon yield at par for each bond trading on said electronic trading platform using maturity and the par yield of a cell of the matrix corresponding to the rating and maturity for each bond;
calculating by the computer a bid coupon yield and an asked coupon yield for each bond trading on said electronic trading platform by increasing the coupon yield at par for each bond trading on said electronic trading platform wherein the coupon yield at par is greater than the par yield;
calculating by the computer a bid coupon yield and an asked coupon yield for each bond trading on said electronic trading platform by decreasing the coupon yield at par for each bond trading on said electronic trading platform wherein the coupon yield at par is less than the par yield;
calculating by the computer a bid price and an asked price for each bond trading on said electronic trading platform using the bid coupon yield and the asked coupon yield; and
selecting by the computer a selected bond from bonds trading on said electronic trading platform, the selected bond having a price in favorable relation with the bid price and the asked price.