A system and method for risk analysis of a portfolio of derivative products is disclosed which is conducted based on a set of flexible rules. The system and method allow creating predefined sets of products for the purpose of future risk offsets. If a futures trade as a subset of that set of products...http://www.google.com.au/patents/US8121926?utm_source=gb-gplus-sharePatent US8121926 - System and method for flexible spread participation
