发明名称 |
GENERATION OF A HEDGEABLE INDEX AND MARKET MAKING FOR A HEDGEABLE INDEX-BASED FINANCIAL INSTRUMENT |
摘要 |
Systems, methods, and apparatuses are provided for processing a relationship metric comprising a plurality of components each having an associated percentage weight, selecting a plurality of financial instruments each corresponding to one of the plurality of components, determining an integer number of each of the plurality of financial instruments such that a relationship based on the integer numbers approximates the percentage weights, and composing an index that includes the respective integer numbers of each of the plurality of financial instruments.
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申请公布号 |
CA2790172(A1) |
申请公布日期 |
2011.08.25 |
申请号 |
CA20112790172 |
申请日期 |
2011.02.18 |
申请人 |
CHICAGO MERCANTILE EXCHANGE INC. |
发明人 |
LABUSZEWSKI, JOHN;YOUNGREN, STEVE;LEHMAN, DAVID |
分类号 |
G06Q40/00 |
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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