Abstract: A method and system that produces a single financial product including a security arrangement, legal agreement(s) and technical management facility that aggregates the values of present or future financial cash flows from financial arrangements or securities offered by multiple entities such that the assets and liabilities are combined through agreements and other such arrangements to produce an enhanced portfolio value of the financial products.

Abstract: A system and method for generating and managing a generic mortgage-backed securities index. Bonds are selected for the index on a monthly basis. In order to determine which bonds will be represented in the index during a particular month, a set of calculations is performed during the second business week of the preceding month. For the purpose of selecting bonds for the index, all outstanding mortgage-backed securities are considered. They are first aggregated into pools based on their coupon and original term, and then their total outstanding principals are considered. If the total principal outstanding of any 30-year coupon represents more than a predetermined percentage such as 1.5% of the total, then this 30-year coupon will be included in the Index. Similarly, if the total principal outstanding on any 15-year coupon represents more than a second predetermined percentage such as 0.4% of the total, then this 15-year coupon will be included in the Index.