发明申请
US20120047063A1 CONVERSION OF OVER-THE-COUNTER SWAPS TO STANDARDIZED FORWARD SWAPS
审中-公开
将过度反倾销转为标准化前瞻性转变
- 专利标题： CONVERSION OF OVER-THE-COUNTER SWAPS TO STANDARDIZED FORWARD SWAPS
- 专利标题（中）： 将过度反倾销转为标准化前瞻性转变
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申请号： US13283280申请日： 2011-10-27
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公开(公告)号： US20120047063A1公开(公告)日： 2012-02-23
- 发明人: Muhammed Hadi , Dale Michaels , Amy Stephen , Ketan Patel
- 申请人： Muhammed Hadi , Dale Michaels , Amy Stephen , Ketan Patel
- 主分类号： G06Q40/04
- IPC分类号： G06Q40/04
摘要：
Systems, processes and methods are described for converting over-the-counter derivative products such as interest rate swaps (IRSs) to standardized forward swaps, such as centrally cleared interest rate swaps. The value of each leg of the over-the counter swap may be determined and compared to a value of a corresponding leg of the forward swap. A mark-to-market value may be determined as the difference between the values.
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