US Patent 8219472 Valuation of derivative products
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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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Patent Inventor Names
Keith Anguish0
Ketan Patel0
Moody Hadi0
Suneel Iyer0
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US Patent 08219472 Valuation of derivative products US Patent 8219472 Valuation of derivative products
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Patent Number
082194720
Patent Number
82194720
Edits on 29 Mar, 2023
Golden AI
Infobox
Is a
Patent Jurisdiction
Patent Number
082194720
Date of Patent
July 10, 2012
0Patent Application Number
122607090
Date Filed
October 29, 2008
0Patent Primary Examiner
Edits on 14 Dec, 2021
Golden AI
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US Patent 08219472 Valuation of derivative products
Infobox
Is a
Patent jurisdiction
Patent number
08219472
Date of patent
July 10, 2012
Patent application number
12260709
Date Filed
October 29, 2008
Patent primary examiner
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