A system and method is disclosed for determining performance bonds related to fixed payoff products, i.e. contracts which payoff a fixed amount based on the outcome of an underlying event regardless of the particular value of the underlying event. The worst outcome of the overall portfolio, which may...http://www.google.com.au/patents/US7430539?utm_source=gb-gplus-sharePatent US7430539 - System and method of margining fixed payoff products
