Patent ID: 8036973

Claim:
A computer-implemented system for issuing a structured note, the structured note comprising a contract that permits an obligor to offer an exposure to a requestor, wherein the exposure is to at least one objective valuation measure, the system comprising: a request module receiving a request from the requestor to purchase the structured note from the obligor, the structured note having an investment return based on terms of the structured note including at least one purchaser-selected objective valuation measure, the request module including customization components implemented by a computer processor that displays graphical user interfaces providing customization capabilities that customize the exposure of the structured note, the customization capabilities comprising, (a) an initial selection capability that receives an initial selection of the exposure to the at least one objective valuation measure from the requestor, the at least one objective valuation measure selected from multiple objective valuation measures including both passive and active measures, and (b) a post-issuance capability that receives an alteration of the initial selection of the exposure from the requestor; a generating module generating the structured note based on the request received by the request module, wherein the structured note represents a portfolio of one or more assets with objectively valued market exposures; and an issuing module issuing to the requestor a confirmation of the generated structured note in response to the request, wherein the obligor creates a liability and asset mismatch between structured note liabilities defined by the portfolio and offsetting hedge instruments.