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.
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申请公布号 |
US2013097064(A1) |
申请公布日期 |
2013.04.18 |
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 |
G06Q40/04 |
主分类号 |
G06Q40/04 |
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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