发明名称 Integrated electronic exchange of structured contracts with dynamic risk-based transaction permissioning
摘要 A computer implemented method for negotiating contracts between a plurality of participants is provided. An order is received from a first participant of the plurality of participants. Position risk of the first participant is calculated by accessing data regarding the first participant and using the data regarding the first participant in a parametric variable equation modified by control values from a simulation model, to calculate the position risk of the first member. The order is blocked, if the position risk of the first participant is in a first condition for the first participant. The order is made available for forming into a contract, if the position risk of the first participant is in a second condition for the first participant.
申请公布号 US2003033240(A1) 申请公布日期 2003.02.13
申请号 US20020167225 申请日期 2002.06.10
申请人 OPT4 DERIVATIVES, INC. 发明人 BALSON WILLIAM E.;RAUSSER GORDON C.;CRAFT LAURA R.;BARZ GRAYDON L.
分类号 G06Q10/00;(IPC1-7):G06F17/60 主分类号 G06Q10/00
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