发明名称 Pricing a Forward Rate Agreement Financial Product Using a Non-Par Value
摘要 Computer readable media, methods, and apparatuses may be configured for processing a yield of a first financial instrument, determining a single floating rate payment based on the yield, determining a single fixed rate payment based on a fixed interest rate, determining a present value of the single floating rate payment, determining a present value of the single fixed rate payment, and generating a quote for a forward rate agreement index financial product as a function of the present value of the single floating rate payment and the present value of the single fixed rate payment.
申请公布号 US2013041799(A1) 申请公布日期 2013.02.14
申请号 US201113209076 申请日期 2011.08.12
申请人 CHICAGO MERCANTILE EXCHANGE;NYHOFF JOHN;STURM FREDERICK;LABUSZEWSKI JOHN 发明人 NYHOFF JOHN;STURM FREDERICK;LABUSZEWSKI JOHN
分类号 G06Q40/00 主分类号 G06Q40/00
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