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1. 发明申请

US20050278234A1 System and method for evaluation of simulated hedging relationship assignments 有权
标题翻译：模拟对冲关系评估的系统和方法
公开(公告)号：US20050278234A1
公开(公告)日：2005-12-15
申请号：US10865065
申请日：2004-06-09
申请人： Stefan Wagner , Christoph Meinel , Pierre Morant , Wolfgang Polai , Gordon Seiffart , Stephane Verrando
发明人： Stefan Wagner , Christoph Meinel , Pierre Morant , Wolfgang Polai , Gordon Seiffart , Stephane Verrando
IPC分类号： G06Q40/00 , G06F17/60
CPC分类号： G06Q40/02 , G06Q40/00 , G06Q40/06
摘要： A system and method for evaluation of simulated hedging relationship assignments. A processor may, in response to an inputted selection of a simulated hedging relationship assignment, calculate at least one effectiveness value for the simulated hedging relationship assignment.
摘要翻译：一种评估模拟对冲关系分配的系统和方法。处理器可以响应于输入的模拟套期关系指定的选择来计算模拟套期关系指定的至少一个有效值。

2. 发明授权

US07512556B2 System and method for evaluation of simulated hedging relationship assignments 有权
标题翻译：模拟对冲关系评估的系统和方法
公开(公告)号：US07512556B2
公开(公告)日：2009-03-31
申请号：US10865065
申请日：2004-06-09
申请人： Stefan Wagner , Christoph Meinel , Pierre Morant , Wolfgang Polai , Gordon Seiffart , Stephane Verrando
发明人： Stefan Wagner , Christoph Meinel , Pierre Morant , Wolfgang Polai , Gordon Seiffart , Stephane Verrando
IPC分类号： G06Q40/00 , G07F19/00
CPC分类号： G06Q40/02 , G06Q40/00 , G06Q40/06
摘要： A system and method for evaluation of simulated hedging relationship assignments. A processor may, in response to an inputted selection of a simulated hedging relationship assignment, calculate at least one effectiveness value for the simulated hedging relationship assignment.
摘要翻译：一种评估模拟对冲关系分配的系统和方法。处理器可以响应于输入的模拟套期关系指定的选择来计算模拟套期关系指定的至少一个有效值。

3. 发明授权

US07467105B2 Price calculator 有权
标题翻译：价格计算器
公开(公告)号：US07467105B2
公开(公告)日：2008-12-16
申请号：US10856660
申请日：2004-05-28
申请人： Markus Roeckelein , Gordon Seiffart , Michael Jaehnisch
发明人： Markus Roeckelein , Gordon Seiffart , Michael Jaehnisch
IPC分类号： G06Q40/00
CPC分类号： G06Q40/00 , G06Q20/10 , G06Q40/06
摘要： A method is provided for calculating a price of a financial instrument that includes obtaining parameters of the financial instrument from a financial database of transactions and determining the price based on a projection using the parameters. The method may further include selecting a model for determining the price and determining the price using the model and the parameters. The method may further include selecting at least one further model for calculating the price and determining the price using the at least one further model and the parameters. A system is provided for calculating a price of a financial instrument comprising parameters for the financial instrument and a processor in electronic communication with the financial database and adapted to calculate the price of the financial instrument based on a projection and the parameters. A computer program is provided that is stored on a memory and configured to be executed by a computer. The computer program includes program code for executing a method for pricing a financial transaction.
摘要翻译：提供了一种用于计算金融工具的价格的方法，该金融工具的价格包括从交易的金融数据库中获取金融工具的参数，并且基于使用参数的投影来确定价格。该方法还可以包括选择用于确定价格的模型和使用模型和参数确定价格。该方法还可以包括：使用至少一个其它模型和参数选择至少一个另外的模型来计算价格并确定价格。提供一种用于计算金融工具的价格的系统，其包括金融工具的参数和与金融数据库电子通信的处理器，并且适于基于投影和参数来计算金融工具的价格。提供了存储在存储器中并被配置为由计算机执行的计算机程序。计算机程序包括用于执行用于定价金融交易的方法的程序代码。

4. 发明申请

US20050267838A1 Price calculator 有权
标题翻译：价格计算器
公开(公告)号：US20050267838A1
公开(公告)日：2005-12-01
申请号：US10856660
申请日：2004-05-28
申请人： Markus Roeckelein , Gordon Seiffart , Michael Jaehnisch
发明人： Markus Roeckelein , Gordon Seiffart , Michael Jaehnisch
IPC分类号： G06Q40/00 , G06F17/60
CPC分类号： G06Q40/00 , G06Q20/10 , G06Q40/06
摘要： A method is provided for calculating a price of a financial instrument that includes obtaining parameters of the financial instrument from a financial database of transactions and determining the price based on a projection using the parameters. The method may further include selecting a model for determining the price and determining the price using the model and the parameters. The method may further include selecting at least one further model for calculating the price and determining the price using the at least one further model and the parameters. A system is provided for calculating a price of a financial instrument comprising parameters for the financial instrument and a processor in electronic communication with the financial database and adapted to calculate the price of the financial instrument based on a projection and the parameters. A computer program is provided that is stored on a memory and configured to be executed by a computer. The computer program includes program code for executing a method for pricing a financial transaction.
摘要翻译：提供了一种用于计算金融工具的价格的方法，该金融工具的价格包括从交易的金融数据库中获取金融工具的参数，并且基于使用参数的投影来确定价格。该方法还可以包括选择用于确定价格的模型和使用模型和参数确定价格。该方法还可以包括：使用至少一个其它模型和参数选择至少一个另外的模型来计算价格并确定价格。提供一种用于计算金融工具的价格的系统，其包括金融工具的参数和与金融数据库电子通信的处理器，并且适于基于投影和参数来计算金融工具的价格。提供了存储在存储器中并被配置为由计算机执行的计算机程序。计算机程序包括用于执行用于定价金融交易的方法的程序代码。

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