| 发明名称 |
Price Alignment Interest in Collateralized Financial Instruments |
| 摘要 |
A method for price alignment in a trade of a financial instrument between first and second market participants for whom first and second account records are maintained in a memory, respectively, and in which a mark-to-market loss is incurred and collateralized by the first market participant, includes determining, with a processor, an amount of an interest payment from the first market participant to the second market participant based on the mark-to-market loss, and accessing the memory to modify the first and second account records in accordance with the determined interest payment amount. |
| 申请公布号 |
US2014164201(A1) |
申请公布日期 |
2014.06.12 |
| 申请号 |
US201213707185 |
申请日期 |
2012.12.06 |
| 申请人 |
CHICAGO MERCANTILE EXCHANGE INC. |
发明人 |
Boberski David;Wiley John;Nyhoff John;Silverstein Jason;Labuszewski John |
| 分类号 |
G06Q40/04 |
主分类号 |
G06Q40/04 |
| 代理机构 |
|
代理人 |
|
| 主权项 |
1. A computer implemented method for price alignment in a trade of a financial instrument between first and second market participants for whom first and second account records are maintained in a memory, respectively, and in which a mark-to-market loss is incurred and collateralized by the first market participant, the method comprising:
determining, with a processor, an amount of an interest payment from the first market participant to the second market participant based on the mark-to-market loss; and accessing the memory to modify the first and second account records in accordance with the determined interest payment amount.
|
| 地址 |
Chicago IL US |
