发明名称 |
CONVERSION OF OVER-THE-COUNTER SWAPS TO STANDARDIZED FORWARD SWAPS |
摘要 |
Systems, processes and methods are described for converting over-the-counter derivative products such as interest rate swaps (IRSs) to standardized forward swaps, such as centrally cleared interest rate swaps. The value of each leg of the over-the counter swap may be determined and compared to a value of a corresponding leg of the forward swap. A mark-to-market value may be determined as the difference between the values.
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申请公布号 |
US2012047063(A1) |
申请公布日期 |
2012.02.23 |
申请号 |
US201113283280 |
申请日期 |
2011.10.27 |
申请人 |
HADI MUHAMMED;MICHAELS DALE;STEPHEN AMY;PATEL KETAN |
发明人 |
HADI MUHAMMED;MICHAELS DALE;STEPHEN AMY;PATEL KETAN |
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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