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1. 发明授权

US07792730B2 Resource amount determination technique 有权
标题翻译：资源量确定技术
公开(公告)号：US07792730B2
公开(公告)日：2010-09-07
申请号：US10880349
申请日：2004-06-30
申请人： Peter Kastel , Tobias Sprohnle , James Wood
发明人： Peter Kastel , Tobias Sprohnle , James Wood
IPC分类号： G06O40/00
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06
摘要： A data processing system and method are provided for repetitively determining a resource amount for counterbalancing the transfer of a failure risk pertaining to a bundle of constructs that may individually fail. The system has data storage for storing reference values of the bundle of constructs for distinct individual time instances during the resource amount determination. The reference values indicate a value of a respective reference construct or a value of a reference bundle of constructs. The system further has a calculation unit connected to the data storage for calculating a value of the resource amount for an individual time instance based on the reference values. The technique is suitable for valuing a futures contract that is based on a basket of credit default swaps as underlyings.
摘要翻译：提供了一种数据处理系统和方法，用于重复地确定用于平衡与可能单独失败的一组构造相关的故障风险的转移的资源量。该系统具有用于在资源量确定期间存储针对不同个别时间实例的一组构造的参考值的数据存储。参考值表示相应参考构造的值或构造的参考束的值。系统还具有连接到数据存储器的计算单元，用于基于参考值计算各个时间实例的资源量的值。该技术适用于对基于一篮子信用违约掉期作为基础的期货合约进行估值。

2. 发明申请

US20050108128A1 Resource amount determination technique 有权
标题翻译：资源量确定技术
公开(公告)号：US20050108128A1
公开(公告)日：2005-05-19
申请号：US10880349
申请日：2004-06-30
申请人： Peter Kastel , Tobias Sprohnle , James Wood
发明人： Peter Kastel , Tobias Sprohnle , James Wood
IPC分类号： G06Q40/00 , G06F17/60
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06
摘要： A data processing system and method are provided for repetetively determining a resource amount for counterbalancing the transfer of a failure risk pertaining to a bundle of constructs that may individually fail. The system has a data storage for storing reference values of the bundle of constructs for distinct individual time instances during the resource amount determination. The reference values indicate a value of a respective reference construct or a value of a reference bundle of constructs. The system further has a calculation unit connected to the data storage for calculating a value of the resource amount for an individual time instance based on the reference values. The technique is suitable for valuing a futures contract that is based on a basket of credit default swaps as underlyings.
摘要翻译：提供了一种数据处理系统和方法，用于重复地确定用于平衡与可能单独失败的一组构造相关的故障风险的传递的资源量。该系统具有用于在资源量确定期间存储用于不同个别时间实例的一组构造的参考值的数据存储。参考值表示相应参考构造的值或构造的参考束的值。系统还具有连接到数据存储器的计算单元，用于基于参考值计算各个时间实例的资源量的值。该技术适用于对基于一篮子信用违约掉期作为基础的期货合约进行估值。

3. 发明授权

US07603310B2 Parallelization command driven data handling 有权
标题翻译：并行命令驱动的数据处理
公开(公告)号：US07603310B2
公开(公告)日：2009-10-13
申请号：US11432756
申请日：2006-05-11
申请人： Mehtap Dinc , Tobias Sprohnle
发明人： Mehtap Dinc , Tobias Sprohnle
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/04 , Y10S707/99942 , Y10S707/99953
摘要： A data processing system and method is provided for managing futures contracts that are based on baskets of credit default swaps as underlyings. A data storage stores data identifying each credit default swap of at least two baskets, and repetitively updated values for credit default swaps of the baskets. A parallelization command is received which indicates at least one credit default swap from a first basket, wherein the credit default swap is a credit default swap not having suffered a credit event. Further, second basket data is generated in response to a received parallelization command. The data storage stores repetitively updated values for credit default swaps of the second basket and continues storing repetitively updated values for credit default swaps of the first basket. In general, a data processing system and method is provided for managing bundles of constructs that may individually fail.
摘要翻译：提供了一种数据处理系统和方法，用于管理以信用违约掉期为基础的期货合约。数据存储存储识别至少两个篮子的每个信用违约互换的数据，以及用于篮子的信用违约互换的重复更新的值。接收并行化命令，其指示来自第一筐的至少一个信用违约互换，其中信用违约互换是未遭受信用事件的信用违约互换。此外，响应于接收到的并行化命令而生成第二篮子数据。数据存储存储第二个篮子的信用违约互换的重复更新值，并且继续存储第一个篮子的信用违约互换的重复更新值。通常，提供数据处理系统和方法来管理可能单独失败的构造的束。

4. 发明申请

US20070198396A1 Parallelization command driven data handling 有权
标题翻译：并行命令驱动的数据处理
公开(公告)号：US20070198396A1
公开(公告)日：2007-08-23
申请号：US11432756
申请日：2006-05-11
申请人： Mehtap Dinc , Tobias Sprohnle
发明人： Mehtap Dinc , Tobias Sprohnle
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/04 , Y10S707/99942 , Y10S707/99953
摘要： A data processing system and method is provided for managing futures contracts that are based on baskets of credit default swaps as underlyings. A data storage stores data identifying each credit default swap of at least two baskets, and repetitively updated values for credit default swaps of the baskets. A parallelization command is received which indicates at least one credit default swap from a first basket, wherein the credit default swap is a credit default swap not having suffered a credit event. Further, second basket data is generated in response to a received parallelization command. The data storage stores repetitively updated values for credit default swaps of the second basket and continues storing repetitively updated values for credit default swaps of the first basket. In general, a data processing system and method is provided for managing bundles of constructs that may individually fail
摘要翻译：提供了一种数据处理系统和方法，用于管理以信用违约掉期为基础的期货合约。数据存储存储识别至少两个篮子的每个信用违约互换的数据，以及用于篮子的信用违约互换的重复更新的值。接收并行化命令，其指示来自第一筐的至少一个信用违约互换，其中信用违约互换是未遭受信用事件的信用违约互换。此外，响应于接收到的并行化命令而生成第二篮子数据。数据存储存储第二个篮子的信用违约互换的重复更新值，并且继续存储第一个篮子的信用违约互换的重复更新值。通常，提供数据处理系统和方法来管理可能单独失败的构造的束

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