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 US2013041843(A1) 申请公布日期 2013.02.14
申请号 US201113209070 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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