1. A computer implemented method of minimizing a margin requirement for a portfolio comprising at least one product, each product of the at least one product having one or more discontinuous payoffs associated therewith, each of the one or more discontinuous payoffs being based on an outcome of an associated event at which the product may settle, the method comprising: determining, by a processor, a subset of outcomes, out of a finite set of all possible outcomes, at which each of the at least one product may settle and a resultant change in value thereof; assigning a probability weight to each outcome of the subset of outcomes representative of a probability an occurrence thereof; and computing the margin requirement based on the resultant change in value resulting from each of the subset of outcomes and the probability weight assigned thereto.