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1. 发明授权

US08639606B1 Methods and systems for providing interest rate indices and notes 有权
标题翻译：提供利率指数和票据的方法和制度
公开(公告)号：US08639606B1
公开(公告)日：2014-01-28
申请号：US12422627
申请日：2009-04-13
申请人： Rami Shakarchi , Jonathan Rogers , Laurent Marsan
发明人： Rami Shakarchi , Jonathan Rogers , Laurent Marsan
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/06
摘要： In one aspect, the present invention comprises a method comprising: receiving data regarding bank rates and swap rates for two or more currencies; calculating a swap curve for each of the currencies; calculating signals for each of the swap curves; and based on the signals, taking a position with respect to each of the swap curves and currencies. In various embodiments, the method further comprises calculating a sub-index value for each of the currencies, the sub-index values based on returns for the positions; and weighting each sub-index value and calculating a value for an index, based on a combination of the sub-index values. In another aspect, the invention comprises: receiving data regarding the index; calculating a performance value for the index to be used in a derivative based on the index; and calculating an amount due to, or owed by, an investor in the derivative, based on the performance value.
摘要翻译：一方面，本发明包括一种方法，包括：接收关于两种或多种货币的银行利率和掉期利率的数据; 计算每种货币的交换曲线; 计算每个交换曲线的信号; 并基于信号，对每个交换曲线和货币采取一个立场。在各种实施例中，所述方法还包括基于所述位置的返回来计算每个所述货币的子索引值，所述子索引值; 并且基于子索引值的组合对每个子索引值进行加权并计算索引的值。另一方面，本发明包括：接收关于索引的数据; 根据该指标计算要在导数中使用的指数的表现值; 并根据业绩价值计算衍生工具投资者应付或欠款的金额。

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