发明名称 Computer system and method for hedging a currency exchange rate risk
摘要 <p>The invention relates to a computer system and a method for hedging a currency exchange rate risk associated with a primary transaction of an exchange traded item. The computer system (100) comprises means (110) for executing the primary transaction, the primary transaction having a transaction value, means (112) for receiving a currency change rate, means (116) for determining a hedging price based at least on the currency exchange rate, a hedging period and the transaction value or a fraction of the transaction value, and means (108) or outputting a hedging offer, the hedging offer comprising at least the hedging price. &lt;IMAGE&gt;</p>
申请公布号 EP1197887(A1) 申请公布日期 2002.04.17
申请号 EP20000121372 申请日期 2000.10.11
申请人 UBS AG 发明人 MEIER, GERHARD
分类号 G06Q40/00;(IPC1-7):G06F17/60 主分类号 G06Q40/00
代理机构 代理人
主权项
地址