会员体验
专利管家(专利管理)
工作空间(专利管理)
风险监控(情报监控)
数据分析(专利分析)
侵权分析(诉讼无效)
联系我们
交流群
官方交流:
QQ群: 891211   
微信请扫码    >>>
现在联系顾问~
热词
    • 4. 发明授权
    • Evaluation and adjustment of settlement value curves
    • 沉降值曲线的评估和调整
    • US08280804B2
    • 2012-10-02
    • US13278854
    • 2011-10-21
    • Suneel IyerMoody HadiKetan Patel
    • Suneel IyerMoody HadiKetan Patel
    • G06Q40/00
    • G06Q40/04G06Q30/0283G06Q40/00
    • Disclosed is a method that is useful in connection with providing discount factors for an exchange-traded mark-to-market derivative product that has a variable tick rate, such as an interest rate swap product. In some embodiments, the method includes providing a series of consecutive settlement values, which collectively represent a settlement value curve for the derivative product. The curve is evaluated by determining, for each consecutive pair of settlement values, whether the difference between the first settlement value in the pair and the second settlement value in the pair exceeds a threshold. The threshold represents the value at which a discount factor derived from said pair of settlement values, in conjunction with other parameters, would be negative. In other embodiments the disclosed invention encompasses an apparatus and a computer-readable medium.
    • 披露了一种对于具有可变tick率的交易所交易市场衍生产品(例如利率互换产品)提供折扣因子的方法。 在一些实施例中,该方法包括提供一系列连续的结算值,它们共同表示衍生产品的结算值曲线。 通过对于每个连续的一对结算值确定该对中的第一结算值与该对中的第二结算值之间的差是否超过阈值来评估该曲线。 阈值表示从所述一对结算值导出的折扣因子结合其他参数将为负的值。 在其他实施例中,所公开的发明包括装置和计算机可读介质。
    • 6. 发明授权
    • Evaluation and adjustment of settlement value curves
    • 沉降值曲线的评估和调整
    • US08060425B2
    • 2011-11-15
    • US12329228
    • 2008-12-05
    • Suneel IyerMoody HadiKetan Patel
    • Suneel IyerMoody HadiKetan Patel
    • G06Q40/00
    • G06Q40/04G06Q30/0283G06Q40/00
    • Disclosed is a method that is useful in connection with providing discount factors for an exchange-traded mark-to-market derivative product that has a variable tick rate, such as an interest rate swap product. In some embodiments, the method includes providing a series of consecutive settlement values, which collectively represent a settlement value curve for the derivative product. The curve is evaluated by determining, for each consecutive pair of settlement values, whether the difference between the first settlement value in the pair and the second settlement value in the pair exceeds a threshold. The threshold represents the value at which a discount factor derived from said pair of settlement values, in conjunction with other parameters, would be negative. In other embodiments the disclosed invention encompasses an apparatus and a computer-readable medium.
    • 披露了一种对于具有可变tick率的交易所交易市场衍生产品(例如利率互换产品)提供折扣因子的方法。 在一些实施例中,该方法包括提供一系列连续的结算值,它们共同表示衍生产品的结算值曲线。 通过对于每个连续的一对结算值确定该对中的第一结算值与该对中的第二结算值之间的差是否超过阈值来评估该曲线。 阈值表示从所述一对结算值导出的折扣因子结合其他参数将为负的值。 在其他实施例中,所公开的发明包括装置和计算机可读介质。