Patent ID: 8694404

Claim:
A system for optimizing fixed rate whole loan trading, comprising: a computer comprising a non-transitory storage medium comprising a software application comprising one or more modules operable to: a) receive input from a user; b) select a population of loans; c) determine, by the computer system, at least one module of the one or more modules that optimizes fixed rate whole loan trading based, at least in part, on the received input; d) select the at least one module, wherein the at least one module comprises a senior/subordinate module; e) determine available bond coupon values from a plurality of bond coupons; f) select a first bond coupon value from the available bond coupon values; g) determine a price of each loan in the population of loans at the first bond coupon value; h) repeat steps f) and g) for a plurality of additional bond coupon values; i) determine the bond coupon value from the first bond coupon value and the plurality of additional bond coupon values that yield the a highest final bond price for each loan; and j) group the loans in the population of loans according to the bond coupon values that yield the highest final bond price.