Is a
Patent attributes
Patent Jurisdiction
Patent Number
Patent Inventor Names
Ketan Patel0
Keith Anguish0
Moody Hadi0
Suneel Iyer0
Date of Patent
July 10, 2012
0Patent Application Number
122607090
Date Filed
October 29, 2008
0Patent Citations Received
Patent Primary Examiner
Patent abstract
Disclosed are a method, apparatus, and computer-readable medium for determining the value of a derivative product over nonconsecutive periods. The derivative product may be an interest rate swap product, which, when exchanged traded, normally is valued on a mark-to-market basis over consecutive periods. The product may be valued using swap value factors and settlement values according to the methodology disclosed herein.
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