发明名称 |
Order risk management for derivative products |
摘要 |
Systems and methods are provided for processing derivative product orders at an exchange. Traders provide derivative product order risk data to the exchange. The order risk data may include maximum delta, gamma and/or vega utilization values for derivative product contracts based on the same underlying product. Before executing a trade, a match system analyzes the trader's current utilization state and the utilization that would result after the trade. The match system may then execute all or a portion of the trade. |
申请公布号 |
US8688567(B2) |
申请公布日期 |
2014.04.01 |
申请号 |
US201213660486 |
申请日期 |
2012.10.25 |
申请人 |
CHICAGO MERCANTILE EXCHANGE INC. |
发明人 |
SALVADORI DAVID;FALCK JOHN;TROXEL, JR. CHARLIE;FARRELL JAMES;THIRUTHUVADOSS AGNES SHANTHI;ARIATHURAI ARJUNA;JOHNSTON SCOTT |
分类号 |
G06Q40/00;G06F;G06F17/16 |
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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