专利快速检索-快速检索全球专利，免费商用专利数据库-IPRDB

1. 发明授权

US08386374B2 System and method for creating and trading packaged collar options on an exchange 有权
公开(公告)号：US08386374B2
公开(公告)日：2013-02-26
申请号：US13399217
申请日：2012-02-17
申请人： Dennis M. O'Callahan
发明人： Dennis M. O'Callahan
IPC分类号： G06Q20/10
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/04
摘要： A method of creating and trading packaged standard option collars on an exchange is provided, as well as a trading facility for trading such packaged standard option collars. Collars are created by identifying an underlying asset, a first leg of a collar is determined by determining the desired strike price for the first leg and selecting a standard option contract traded on the exchange having a strike price closest to the desired strike price. The second leg is determined by selecting another standard option, the opposite of the first leg, having an option price substantially offsetting the option price of the first leg. Once the legs of the collar have been selected the collar package may be listed on the exchange, and orders for the collars may be processed by matching orders for opposite positions in the collar.

2. 发明申请

US20100280937A1 METHOD AND SYSTEM FOR CREATING AND TRADING MORTGAGE-BACKED SECURITY PRODUCTS 审中-公开
标题翻译：创建和交易抵押安全产品的方法和系统
公开(公告)号：US20100280937A1
公开(公告)日：2010-11-04
申请号：US12772801
申请日：2010-05-03
申请人： John C. Hiatt, JR. , Dennis M. O'Callahan
发明人： John C. Hiatt, JR. , Dennis M. O'Callahan
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/04
摘要： A computer-implemented method of creating a derivative investment instrument on an exchange having processor-based equipment is disclosed. The method includes receiving a default rate from a mortgage issuer, the default rate corresponding to a collection of mortgage-backed securities associated with at least one mortgage of the mortgage issuer; associating a risk value with the default rate; creating the derivative investment instrument having a monetary value related to the risk value; and providing, with the processor-based equipment, the derivative investment instrument for trading on an exchange. The method may be stored in a computer-readable memory accessible by the processor-based equipment.
摘要翻译：公开了一种在具有基于处理器的设备的交换机上创建衍生投资工具的计算机实现方法。该方法包括从抵押发行人接收违约利率，违约率对应于与抵押发行人的至少一个抵押相关的抵押支持证券的集合; 将风险值与违约率相关联; 创造具有与风险价值相关的货币价值的衍生投资工具; 并与基于处理器的设备一起提供用于交易所交易的衍生投资工具。该方法可以存储在由基于处理器的设备可访问的计算机可读存储器中。

3. 发明申请

US20100010928A1 SYSTEM AND METHOD FOR TRADING PACKAGED COLLAR OPTIONS ON AN EXCHANGE 有权
标题翻译：用于在交换中交易包装COLLAR选项的系统和方法
公开(公告)号：US20100010928A1
公开(公告)日：2010-01-14
申请号：US12481388
申请日：2009-06-09
申请人： Dennis M. O'Callahan
发明人： Dennis M. O'Callahan
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/04
摘要： A method of creating and trading packaged standard option collars on an exchange is provided, as well as a trading facility for trading such packaged standard option collars. Collars are created by identifying an underlying asset, a first leg of a collar is determined by determining the desired strike price for the first leg and selecting a standard option contract traded on the exchange having a strike price closest to the desired strike price. The second leg is determined by selecting another standard option, the opposite of the first leg, having an option price substantially offsetting the option price of the first leg. Once the legs of the collar have been selected the collar package may be listed on the exchange, and orders for the collars may be processed by matching orders for opposite positions in the collar.
摘要翻译：提供了一种在交易所上创建和交易包装的标准期权项圈的方法，以及交易这种包装的标准期权项圈的交易设施。通过识别相关资产创建领，通过确定第一支的期望执行价格并选择在交易所上交易的具有最接近期望行使价的行使价的标准期权合约确定领领的第一段。第二条腿是通过选择另一个标准期权，与第一条腿相对的方式来确定的，期权价格基本上抵消了第一条支付的期权价格。一旦衣领的腿已经被选择，衣领包可以列在交换机上，并且套环的订单可以通过在衣领中的相对位置的匹配订单进行处理。

4. 发明申请

US20120265665A1 SYSTEM AND METHOD FOR CREATING AND TRADING PACKAGED COLLAR OPTIONS ON AN EXCHANGE 有权
标题翻译：在交换中创建和交易包装COLLAR选项的系统和方法
公开(公告)号：US20120265665A1
公开(公告)日：2012-10-18
申请号：US13399217
申请日：2012-02-17
申请人： Dennis M. O'Callahan
发明人： Dennis M. O'Callahan
IPC分类号： G06Q40/04
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/04
摘要： A method of creating and trading packaged standard option collars on an exchange is provided, as well as a trading facility for trading such packaged standard option collars. Collars are created by identifying an underlying asset, a first leg of a collar is determined by determining the desired strike price for the first leg and selecting a standard option contract traded on the exchange having a strike price closest to the desired strike price. The second leg is determined by selecting another standard option, the opposite of the first leg, having an option price substantially offsetting the option price of the first leg. Once the legs of the collar have been selected the collar package may be listed on the exchange, and orders for the collars may be processed by matching orders for opposite positions in the collar.
摘要翻译：提供了一种在交易所上创建和交易包装的标准期权项圈的方法，以及交易这种包装的标准期权项圈的交易设施。通过识别相关资产创建领，通过确定第一支的期望执行价格并选择在交易所上交易的具有最接近期望行使价的行使价的标准期权合约确定领领的第一段。第二条腿是通过选择另一个标准期权，与第一条腿相对的方式来确定的，期权价格基本上抵消了第一条支付的期权价格。一旦衣领的腿已经被选择，衣领包可以列在交换机上，并且套环的订单可以通过在衣领中的相对位置的匹配订单进行处理。

5. 发明授权

US08027904B2 Method and system for creating and trading corporate debt security derivative investment instruments 有权
标题翻译：公司债务安全衍生投资工具创造和交易的方法和制度
公开(公告)号：US08027904B2
公开(公告)日：2011-09-27
申请号：US11409381
申请日：2006-04-21
申请人： Dennis M. O'Callahan
发明人： Dennis M. O'Callahan
IPC分类号： G06Q40/00
CPC分类号： G06Q40/00 , G06Q40/025 , G06Q40/04 , G06Q40/06
摘要： A method of creating and trading corporate debt security derivative investment instruments on an exchange, as well as a trading facility for trading such derivatives, is disclosed. Corporate debt security derivative investment instruments are created by identifying a credit rating service that includes a plurality of risk categories. Unique monetary values are mapped to risk categories and an entity rated by the credit rating service is identified. A corporate debt security derivative investment instrument is then created whose value is determined at least in part by the monetary value to which the risk category associated with the rated entity is mapped.
摘要翻译：披露了在交易所创建和交易公司债务证券衍生投资工具的方法，以及交易这类衍生工具的交易设施。公司债务证券衍生投资工具是通过识别包括多个风险类别的信用评级服务来创建的。将独特的货币价值映射到风险类别，并确定由信用评级服务评级的实体。然后创建公司债务证券衍生投资工具，其价值至少部分由与评级实体相关联的风险类别映射到的货币价值确定。

6. 发明授权

US08121934B2 System and method for trading packaged collar options on an exchange 有权
标题翻译：在交易所交易包装领领选项的系统和方法
公开(公告)号：US08121934B2
公开(公告)日：2012-02-21
申请号：US12481388
申请日：2009-06-09
申请人： Dennis M. O'Callahan
发明人： Dennis M. O'Callahan
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/04
摘要： A method of creating and trading packaged standard option collars on an exchange is provided, as well as a trading facility for trading such packaged standard option collars. Collars are created by identifying an underlying asset, a first leg of a collar is determined by determining the desired strike price for the first leg and selecting a standard option contract traded on the exchange having a strike price closest to the desired strike price. The second leg is determined by selecting another standard option, the opposite of the first leg, having an option price substantially offsetting the option price of the first leg. Once the legs of the collar have been selected the collar package may be listed on the exchange, and orders for the collars may be processed by matching orders for opposite positions in the collar.
摘要翻译：提供了一种在交易所上创建和交易包装的标准期权项圈的方法，以及交易这种包装的标准期权项圈的交易设施。通过识别相关资产创建领，通过确定第一支的期望执行价格并选择在交易所上交易的具有最接近期望行使价的行使价的标准期权合约确定领领的第一段。第二条腿是通过选择另一个标准期权，与第一条腿相对的方式来确定的，期权价格基本上抵消了第一条支付的期权价格。一旦衣领的腿已经被选择，衣领包可以列在交换机上，并且套环的订单可以通过在衣领中的相对位置的匹配订单进行处理。

7. 发明申请

US20090138411A1 METHOD OF TRADING DERIVATIVE INVESTMENT PRODUCTS BASED ON AN INDEX ADAPTED TO REFLECT THE RELATIVE PERFORMANCE OF TWO DIFFERENT INVESTMENT ASSETS 审中-公开
标题翻译：基于适应反映两种不同投资资产相对绩效的指数交易衍生投资产品的方法
公开(公告)号：US20090138411A1
公开(公告)日：2009-05-28
申请号：US12326582
申请日：2008-12-02
申请人： Dennis M. O'Callahan
发明人： Dennis M. O'Callahan
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/06
摘要： Methods of creating indexes to reflect the relative performance of a pair of investment assets are provided. Also provided are methods of trading derivative investment products based on such an indexes. According to embodiments the invention index values are calculated based on the single day percentage change in the value of each asset, the cumulative relative change in the value of each asset, or the average daily relative change in the value of each asset. According to an embodiment all positions in derivative investment products based on an index are settled in cash at the end of each trading session, and the index is reset to a base value prior to trading the derivative investment products in the next session.
摘要翻译：提供了创建索引以反映一对投资资产的相对表现的方法。还提供了基于此类指标交易衍生投资产品的方法。根据实施方式，本发明的指数值是基于每个资产的价值的单日百分比变化，每个资产的价值的累积相对变化或每个资产的价值的平均每日相对变化来计算的。根据一个实施例，基于指数的衍生投资产品中的所有头寸在每个交易期间结束时以现金结算，并且在下一个会话期间衍生投资产品交易之前将该指数重置为基准值。

8. 发明申请

US20120123964A1 METHOD AND SYSTEM FOR CREATING AND TRADING CORPORATE DEBT SECURITY DERIVATIVE INVESTMENT INSTRUMENTS 审中-公开
标题翻译：创建和交易公司债务安全衍生投资仪器的方法和系统
公开(公告)号：US20120123964A1
公开(公告)日：2012-05-17
申请号：US13213754
申请日：2011-08-19
申请人： Dennis M. O'Callahan
发明人： Dennis M. O'Callahan
IPC分类号： G06Q40/06
CPC分类号： G06Q40/00 , G06Q40/025 , G06Q40/04 , G06Q40/06
摘要： A method of creating and trading corporate debt security derivative investment instruments on an exchange, as well as a trading facility for trading such derivatives, is disclosed. Corporate debt security derivative investment instruments are created by identifying a credit rating service that includes a plurality of risk categories. Unique monetary values are mapped to risk categories and an entity rated by the credit rating service is identified. A corporate debt security derivative investment instrument is then created whose value is determined at least in part by the monetary value to which the risk category associated with the rated entity is mapped.
摘要翻译：披露了在交易所创建和交易公司债务证券衍生投资工具的方法，以及交易这类衍生工具的交易设施。公司债务证券衍生投资工具是通过识别包括多个风险类别的信用评级服务来创建的。将独特的货币价值映射到风险类别，并确定由信用评级服务评级的实体。然后创建公司债务证券衍生投资工具，其价值至少部分由与评级实体相关联的风险类别映射到的货币价值确定。

9. 发明授权

US07562046B2 System and method for creating and trading packaged collar options on an exchange 有权
标题翻译：在交易所创建和交易包装领领选项的系统和方法
公开(公告)号：US07562046B2
公开(公告)日：2009-07-14
申请号：US11122511
申请日：2005-05-04
申请人： Dennis M. O'Callahan
发明人： Dennis M. O'Callahan
IPC分类号： G06Q40/00
CPC分类号： G06Q40/06 , G06Q40/00 , G06Q40/04
摘要： A method of creating and trading packaged standard option collars on an exchange is provided, as well as a trading facility for trading such packaged standard option collars. Collars are created by identifying an underlying asset, a first leg of a collar is determined by determining the desired strike price for the first leg and selecting a standard option contract traded on the exchange having a strike price closest to the desired strike price. The second leg is determined by selecting another standard option, the opposite of the first leg, having an option price substantially offsetting the option price of the first leg. Once the legs of the collar have been selected the collar package may be listed on the exchange, and orders for the collars may be processed by matching orders for opposite positions in the collar.
摘要翻译：提供了一种在交易所上创建和交易包装的标准期权项圈的方法，以及交易这种包装的标准期权项圈的交易设施。通过识别相关资产创建领，通过确定第一支的期望执行价格并选择在交易所上交易的具有最接近期望行使价的行使价的标准期权合约确定领领的第一段。第二条腿是通过选择另一个标准期权，与第一条腿相对的方式来确定的，期权价格基本上抵消了第一条支付的期权价格。一旦衣领的腿已经被选择，衣领包可以列在交换机上，并且套环的订单可以通过在衣领中的相对位置的匹配订单进行处理。

你已经成功收藏专利！

检索式保存成功!

IPRDB

热门服务

关于我们

友情链接

联系方式