发明申请
- 专利标题： DERIVATIVES TRADING METHODS THAT USE A VARIABLE ORDER PRICE
- 专利标题（中）： 衍生品交易方法使用可变订单价格
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申请号： US12496831申请日： 2009-07-02
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公开(公告)号： US20090265267A1公开(公告)日： 2009-10-22
- 发明人: Scott Johnston , John Falck , Charlie Troxel, JR. , James W. Farrell , Shanthi Thiruthuvadoss , Arjuna Ariathurai , David Salvadori
- 申请人： Scott Johnston , John Falck , Charlie Troxel, JR. , James W. Farrell , Shanthi Thiruthuvadoss , Arjuna Ariathurai , 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：
Methods and systems for an exchange to handle variable derivative product order prices are disclosed. The price of a derivative product order (bid or offer) is updated based on changes in the price of a related underlying product. Price determination variable(s), such as delta and gamma, are used to determine the price of the order. The exchange may periodically recalculate the price without requiring the trader to transmit additional information to the exchange.
公开/授权文献
- US09911157B2 Derivatives trading methods that use a variable order price 公开/授权日：2018-03-06
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