发明授权
- 专利标题: Systems and methods for using declining balance methodologies to enhance clearing of dividend futures and other instruments
- 专利标题(中): 使用下降余额法加强股息期货和其他工具清算的制度和方法
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申请号: US12955464申请日: 2010-11-29
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公开(公告)号: US08626638B2公开(公告)日: 2014-01-07
- 发明人: Richard Co , TuenTuen Wang , Xing Su , John Labuszewski
- 申请人: Richard Co , TuenTuen Wang , Xing Su , John Labuszewski
- 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
- 代理机构: Banner & Witcoff, Ltd.
- 主分类号: G06Q40/02
- IPC分类号: G06Q40/02
摘要:
Systems and method are disclosed for quoting, adjusting and settling futures contracts by successively removing the just-realized variables from the quoted futures price to focus the quoted contract value to the remaining unrealized economic variables. Further, such systems and method for quoting, adjusting and settling the futures contracts preserve the underlying economic consideration for the trade when compared with the traditional way of quoting futures based on the same cumulative sum.
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