Co-designed, coded, documented and used a computerized portfolio generator. The system generated positions in GNMA and FMAC forward positions based on the customer's interest rate forecast. The system would calculate and then trade the positions to produce a hedged portfolio based on both time-spreading and coupon-spreading techniques. The system also provided on-line mark-to-markets, margin positions and calls, monthly statements, trade confirms, firm at-risk report, and sales reporting screens.