发明申请
- 专利标题： Order Risk Management for Derivative Products
- 专利标题（中）： 衍生产品订单风险管理
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申请号： US11951891申请日： 2007-12-06
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公开(公告)号： US20080086408A1公开(公告)日： 2008-04-10
- 发明人: Scott Johnson , John Falck , Charlie Troxel , James Farrell , Arjuna Ariathurai , Agnes Thiruthuvadoss , David Salvadori
- 申请人： Scott Johnson , John Falck , Charlie Troxel , James Farrell , Arjuna Ariathurai , Agnes Thiruthuvadoss , David Salvadori
- 申请人地址： US IL Chicago
- 专利权人： Chicago Mercantile Exchange, Inc.
- 当前专利权人： Chicago Mercantile Exchange, Inc.
- 当前专利权人地址： US IL Chicago
- 主分类号： G06Q40/00
- IPC分类号： G06Q40/00
摘要：
Systems and methods are provided for processing derivative product orders at an exchange. Traders provide derivative product order risk data to the exchange. The order risk data may include maximum delta, gamma and/or vega utilization values for derivative product contracts based on the same underlying product. Before executing a trade, a match system analyzes the trader's current utilization state and the utilization that would result after the trade. The match system may then execute all or a portion of the trade.
公开/授权文献
- US07991684B2 Order risk management for derivative products 公开/授权日：2011-08-02
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