Method and system for determining, contracting to exchange, and accounting for matched sets of offsetting cash flows

Abstract

Among other embodiments, methods and systems are disclosed for determining one or more sets of structured cash flows corresponding to a graph having one or more nodes corresponding to one or more exchange definitions or swap transactions. The net present value of a structured cash flow may be substantially zero, and may correspond to a maximum notional amount, a maximum flow, or a minimum cut.

1 - 24 . (canceled) 
     
     
         25 . A method for determining a set of structured cash flows for exchange the method comprising:
 in an electronic system comprising one or more processors and one or more memories:   establishing, via processor instruction, in the one or more processors a data structure corresponding to a graph having nodes corresponding to a collection of at least partial exchange definitions,   a portion of the data structure corresponding to at least one edge between the exchange definitions having at least partially compatible term; and   determining, via processor instruction, data corresponding to a linear combination of edges corresponding to a maximum notional amount for the graph with respect to one or more exchange definitions.