Abstract: A method and system for providing computer-implemented trading of securities. Respective computer-generated interfaces are provided from a counter-party system between a plurality of dealers and a plurality of clients. A network enables messages to be directly exchanged between the dealer interfaces and the client interfaces. Enabling at least a particular client to submit an inquiry, via the respective client interface, for trading a particular security to at least one of the plurality of the dealers. Enabling the dealers to provide respective offers and/or bids, via their respective dealer interfaces, in response to a client inquiry submitted thereto. Communicating, via the computer generated interfaces, the offers and/or bids directly to the particular client from a particular dealer for consideration thereby.

Abstract: A system and method for updating and applying a financial outcome of transactions involving pass-through securities to portfolios associated with the transactions by updating valuation data associated with the pass-through securities found during a search of a trade database, computing a financial outcome of the transactions found based on the updated valuation data and applying the computed financial outcome to the portfolios of investments involved in the transactions.

Abstract: A system and method for providing automated confirmation of transactions involving financial instruments by receiving transaction information from the transacting parties, storing the information until the transaction information is matched, and communicating the matched transaction information to the corresponding parties to confirm the terms of that transaction.

Abstract: A system and method for analyzing and effectuating a transaction involving financial instruments which includes an analytics platform capable of modeling the performance of a financial instrument under user-defined conditions integrated for data sharing with a trading platform for executing a transaction involving the analyzed financial instrument.

Abstract: A computer-based system is disclosed for pricing fixed income securities which includes a tool for selecting a portfolio of fixed income securities stored in a portfolio database, a graphical user interface for designating a pricing method for a selected fixed income security in the selected portfolio using computer readable character strings, a processor for calculating the price of the selected fixed income security based upon the designated pricing method.

Abstract: A method is disclosed for determining whether a transaction involving a financial instrument is in compliance with investment objectives associated with an investment portfolio. The method includes the step of providing a rule pertaining to an investment objective, wherein the rule contains a reference to a dynamic database having one or more related entries. The method also includes the steps of applying the rule to an investment request regarding a transaction involving a financial instrument, referring to the dynamic database to incorporate each related entry into the rule, and determining whether the investment request complies with the rule.

Abstract: A system and method for providing automated confirmation of transactions involving financial instruments by receiving transaction information from the transacting parties, storing the information until the transaction information is matched, and communicating the matched transaction information to the corresponding parties to confirm the terms of that transaction.

Abstract: A system and method for updating and applying a financial outcome of transactions involving pass-through securities to portfolios associated with the transactions by updating valuation data associated with the pass-through securities found during a search of a trade database, computing a financial outcome of the transactions found based on the updated valuation data and applying the computed financial outcome to the portfolios of investments involved in the transactions.

Abstract: A method is disclosed for determining whether a transaction involving a financial instrument is in compliance with investment objectives associated with an investment portfolio. The method includes the step of providing a rule pertaining to an investment objective, wherein the rule contains a reference to a dynamic database having one or more related entries. The method also includes the steps of applying the rule to an investment request regarding a transaction involving a financial instrument, referring to the dynamic database to incorporate each related entry into the rule, and determining whether the investment request complies with the rule.

Abstract: A system and method for managing collateral proffered in support of transactions involving financial instruments, wherein the collateral management is conducted in an integrated setting with other systems providing analytical and trading capabilities. The system is configured to execute a method which includes receiving terms of an agreement relating to collateral support for a transaction, storing the terms of the agreement as data in an agreement database, computing an exposure value representing the risk of financial loss associated with the transaction, comparing the computed exposure value with the threshold exposure value and initiating a transfer of collateral based on the comparison of the computed value with the threshold exposure value.

Abstract: A computer-based system is disclosed for pricing fixed income securities which includes a tool for selecting a portfolio of fixed income securities stored in a portfolio database, a graphical user interface for designating a pricing method for a selected fixed income security in the selected portfolio using computer readable character strings, a processor for calculating the price of the selected fixed income security based upon the designated pricing method.

Abstract: A system and method for monitoring the status of analyses performed on a portfolio of financial instruments which applies selected analytical formulas to model the performance of selected financial instruments within a selected portfolio and automatically communicates the durational status of the application of the selected analytical formulas with respect to each selected financial instrument until the application is finalized.

Abstract: A system and method for analyzing and effectuating a transaction involving financial instruments which includes an analytics platform capable of modeling the performance of a financial instrument under user-defined conditions integrated for data sharing with a trading platform for executing a transaction involving the analyzed financial instrument.

Abstract: A system is disclosed for formatting a computer generated report for a portfolio of fixed income securities. The system allows a user to select a portfolio of fixed income securities stored in a portfolio database, wherein each fixed income security in the portfolio has a set of attributes associated therewith. The system also allows a user to select a subset of attributes from the set of attributes for presentation in a report for the selected portfolio, and to selectively group the fixed income securities in the portfolio for presentation in the report.