发明名称 |
Method and system for creating a volatility benchmark index |
摘要 |
A method and system for creating a volatility benchmark index is disclosed. The method includes obtaining a value of a Treasury bill account less a mark-to-market value of at least one of a volatility-based future or option and calculating a value reflecting a volatility benchmark. The value may be displayed at a trading facility and volatility benchmark quotes may be transmitted by the trading facility to a market participant. |
申请公布号 |
US8694407(B2) |
申请公布日期 |
2014.04.08 |
申请号 |
US201213553341 |
申请日期 |
2012.07.19 |
申请人 |
SHALEN CATHERINE T.;CHICAGO BOARD OPTIONS EXCHANGE, INCORPORATED |
发明人 |
SHALEN CATHERINE T. |
分类号 |
G06Q40/00;G06Q40/04 |
主分类号 |
G06Q40/00 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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