A set of estimated allocations Nest(X1) through Nest(Xk) of portfolio positions to products X1 through Xk may be determined, with products X1 through Xk including portfolio products and spread-traded products based on some of the portfolio products. Utilizing the set of estimated allocations, an optimized liquidation cost LCopt may be designated. Data indicating at least a portion of a performance bond based on the optimized liquidation LCopt may be output.
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机译：一组投资组合头寸的估计分配N est （X 1 ）至N est （X k ）可以确定产品X 1 至X k ，其中产品X 1 至X k 包括投资组合产品和价差基于某些投资组合产品的可交易产品。利用估计分配的集合，可以指定优化的清算成本LC opt 。可以输出指示基于优化清算LC opt 的性能保证的至少一部分的数据。
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