发明名称 SYSTEMS AND METHODS FOR PROVIDING EMBEDDED RECEIVER NOTES
摘要 Systems and methods are provided for providing an embedded receiver note which includes a swaption embedded in a bond. If a reference rate exceeds a strike rate of the swaption, a note holder receives a par value of the note. If the reference rate is lower than the strike rate of the swaption, the note is extended with an exercised swaption.
申请公布号 US2008288389(A1) 申请公布日期 2008.11.20
申请号 US20080972723 申请日期 2008.01.11
申请人 LEHMAN BROTHERS INC. 发明人 JAIN ASHEES;BAUMANN MORGAN;TRIPATHI ASHUTOSH;LENTINI RALPH
分类号 G06Q40/00 主分类号 G06Q40/00
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