发明申请
- 专利标题： HEDGING RISKS ASSOCIATED WITH VARIABLE PRICED ORDERS FOR DERIVATIVE FINANCIAL PRODUCTS
- 专利标题（中）： 与衍生金融产品的可变价格订单相关的风险
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申请号： US12966467申请日： 2010-12-13
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公开(公告)号： US20110082786A1公开(公告)日： 2011-04-07
- 发明人: James W. Farrell , Agnes Shanthi Thiruthuvadoss , David Salvadori , Scott Johnston , John Falck , Charlie Troxel, JR. , Arjuna Ariathurai
- 申请人： James W. Farrell , Agnes Shanthi Thiruthuvadoss , David Salvadori , Scott Johnston , John Falck , Charlie Troxel, JR. , Arjuna Ariathurai
- 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 executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction.