A Next Gen System for the Creation of Next Generational Fixed Income

Derived from the LiqueFex OS, the LiqueFixed (f)infrastructure is a revolutionary process that enables new paradigms in fixed income financial modeling, issuance, fund creation, and financial infrastructure creation. LiqueFixed can be thought of as an Alternative Investment System to all other alternative investments.

Interconnected Pooling

Functioning like a finely tuned Swiss Watch the LiqueFixed system interconnects distinct pooling functions. Each pool affects the other but also functions as its own independent system.

Longevity Pooling
Longevity Risk Pooling
Asset Pooling
Liquidity Pooling
Creating Pools of Liquidity from Liquidity Pooling (Collateralized Warehouse Lending Pools)

The interconnection of the pools creates reciprocity as general, balanced, perpetuity, and self-rebalancing types of functions.

Private Credit Integrations

The LiqueFixed system weaves together assets, insurance, banking, and finance creating blended structures. These blended structures open new doors to private credit integrations and filtration throughout the LiqueFixed system.

These simultaneous blended structures:

Improve credit quality
Create liquidity from illiquidity
Unlocks new levels of asset value creation
Create event based liquidity
Enables the ability to granularly and fluidly move in and out of individualized pooled positions within the collective pooling system

Fixed Income Stabilization

The interconnected pools enable the ability to create and reintegrate within the financial structured model:

Longevity risk related re insurance products
Risk adjusted insurance-based products
Insurance linked securities within the financial structured model
Insurance based derivative products

The reintegration of insurance within the collective pooling enables asset stabilization to such an extent where an almost guaranteed profitable fixed income model can be achieved.

Mathematical Modeling

Going Beyond Traditional System Limitations the system design also opens new doors to understanding the “efficient frontier” with the ability to incorporate functional processes with supportive mathematics derived from chaos theory, bifurcation theory, edge of chaos, quantum entanglement.

Incorporating these new supportive mathematics gives the ability to understand new paradigms in:

Statistical financial models
Risk assessment models
Weighted relevance models
Time value models
Actuary and insurance-based models

Simplicity From Complexity

Operable within the current banking ecosystems of today, the system creates simplicity from complexity by removing barriers and unlocking value through the issuance of a singular trade able bank note tied to all underlying pooling functions.

A Singular Bank Note Issued

Provides fixed income, semi-annually to annually, "untethered" to the asset.
The bank note itself retains values relative to the asset with a separate CAGR to the fixed income IRR schedules. This enables dual simultaneous but separate and segmented oriented value.
No redemption periods or lockup periods.
Fractionable in virtually any way. Like a "stock split" but done at an individual level as requested
Trade-able like an ETF without affecting the asset and financial capital stack.
The bank notes can be listed on traditional and digital ledger platforms for same day trade, re - trade, fractional trade, with automated clearing corp functionality (centralized or decentralized).
Comes with its own unique type of identifier protocol that updates in real time based on the unique asset characteristics tied to data structuring. Can be set unique to an asset or representing a collective pool.