Question
Given a set of bonds for inventory with the following attributes: price, asset class, credit rating, and quantity such as [$60.46, Corporate, AA, 20] Asset
Given a set of bonds for inventory with the following attributes: price, asset class, credit rating, and quantity such as [$60.46, Corporate, AA, 20]
Asset class: [corporate, sovereign, municipal]
Credit Rating: [AAA, AA, A, BBB, BB, B]
Given dealID and its total price such as (D1, $4000)
Given dealID and its min Asset Class Requirement such as D1, 20% Sovereign, D1, 60% Corporate
Given dealID and its min Credit Rating Requirement such as D1, 80% AAA, D1 20% AA
Allocate the bonds from inventory to satisfy the deals as much as possible so that you can minimize the bonds you borrowed.
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started