Tokenized financial asset netting with atomic delivery-versus-payment compression. Multilateral netting of tokenized securities with paired DVP legs — treasuries, bonds, equities, repos, and money market funds.
← Back to ProductsTokenized securities settle bilaterally and gross — every trade is a separate delivery-versus-payment instruction. The global repo market alone processes $350 billion per day with zero multilateral netting. AssetNet applies the Settlement Computer's netting engine to tokenized financial assets, compressing DVP obligations across counterparties while preserving atomic delivery guarantees.
Multilateral netting that understands paired delivery-versus-payment legs. Cash and asset legs are compressed together, maintaining atomic settlement guarantees across all netted positions.
Obligations in correlated assets are offset against each other. A treasury position can partially offset a bond position where correlation thresholds are met, reducing net settlement obligations further.
Obligation generation respects the full securities lifecycle — corporate actions, coupon payments, maturity events, and redemptions are factored into netting window calculations.
Netting across multiple custodians holding the same asset class. Participants using different custody providers can still benefit from multilateral compression of their DVP obligations.
Settlement execution is gated on confirmed blockchain finality of both cash and asset legs. No settlement instruction is dispatched until both sides have achieved irreversible on-chain confirmation.
Pedersen commitments and Bulletproofs extended to DVP obligations. Counterparties see only their own positions. Netting is computed homomorphically on encrypted values without revealing individual trades.
Global repo market daily volume — currently settled bilaterally with zero multilateral netting. Tokenized treasuries, bonds, and money market funds are growing rapidly with no netting infrastructure in place.
Tokenized treasuries, government bonds, corporate bonds, and money market fund shares. DVP netting across issuers with maturity-aware bucketing.
Tokenized equity settlement with cross-asset offset against fixed income positions where correlation thresholds are met.
All Settlement Computer products use FX rate feeds from AFXO — an institutional-grade FX oracle delivering deterministic rate feeds across global currency pairs. Cross-currency DVP obligations are priced at the oracle rate at netting window close.