Invention Grant
US08751339B2 Method of accessing exact OTC ISDA type overnight indexed swap exposures within an electronic futures exchange environment
有权
在电子期货交易所环境中访问精确场外ISDA类型隔夜指数掉期风险敞口的方法
- Patent Title: Method of accessing exact OTC ISDA type overnight indexed swap exposures within an electronic futures exchange environment
- Patent Title (中): 在电子期货交易所环境中访问精确场外ISDA类型隔夜指数掉期风险敞口的方法
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Application No.: US11179382Application Date: 2005-07-12
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Publication No.: US08751339B2Publication Date: 2014-06-10
- Inventor: Pavel Pinkava
- Applicant: Pavel Pinkava
- Applicant Address: GB London
- Assignee: Liffe Administration and Management
- Current Assignee: Liffe Administration and Management
- Current Assignee Address: GB London
- Agency: Leydig, Voit & Mayer, Ltd.
- Main IPC: G06Q40/00
- IPC: G06Q40/00 ; G06Q40/04 ; G06Q40/06
Abstract:
A set of linked methods allows one to access derivative products (other than traditional futures and options) within an electronic futures exchange. In an embodiment of the invention, exchange members are given access to exact OTC ISDA type interest rate swap and FRA related exposures. Another In another embodiment, exchange members are given access to exact OTC ISDA type overnight index swap related exposures. In a further embodiment, exchange members are given convenient access to credit spread and\or interest rate swap embodiments via deliverable credit rate linked and swap rate linked bond-like futures.
Public/Granted literature
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