发明名称 Pricing a Swap Financial Product Using a Non-Par Value
摘要 Computer readable media, methods, and apparatuses may be configured for processing a plurality of yields, each of the yields corresponding to a different maturity date, determining a plurality of floating payments based on the yields, determining a plurality of fixed payments based on a fixed interest rate, determining a present value of the floating payments, determining a present value of the fixed payments, and generating a quote for a swap financial product as a function of the present value of the floating payments and the present value of the fixed payments.
申请公布号 US2015221034(A1) 申请公布日期 2015.08.06
申请号 US201514689420 申请日期 2015.04.17
申请人 Chicago Mercantile Exchange Inc. 发明人 Nyhoff John;Sturm Frederick;Labuszewski John
分类号 G06Q40/04 主分类号 G06Q40/04
代理机构 代理人
主权项 1. (canceled)
地址 Chicago IL US