公开(公告)号：US20090171829A1

公开(公告)日：2009-07-02

申请号：US12365339

申请日：2009-02-04

申请人： Edward R. Howorka ,  David Jifeng Liu ,  Jeffrey Edward Power ,  Nasir Ahmed Zubairi ,  Neena Jain

发明人： Edward R. Howorka ,  David Jifeng Liu ,  Jeffrey Edward Power ,  Nasir Ahmed Zubairi ,  Neena Jain

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q30/0283 ,  G06Q40/00

摘要： Benchmarks for the price of a financial instrument such as FX spot rate for a currency pair are calculated by an algorithm based on a previous benchmark and a market price. The market price is derived from a deal price and a quote price. The deal price is based on deals conducted since the last benchmark and the quote price is based on bids and offers entered since the last benchmark. For each of the deal and quote prices, a price, weight and scatter is calculated which is used to calculate a benchmark price, weight and scatter and a benchmark error.

摘要翻译： 基于先前基准和市场价格的算法计算货币对的外汇现货汇率等金融工具价格的基准。 市场价格来自交易价格和报价。 交易价格是基于上一次基准交易以来的交易价格，报价是根据自上次基准测试以来的报价和报价。 对于交易和报价中的每一种，计算价格，重量和分散度，用于计算基准价格，重量和分散度以及基准误差。

公开(公告)号：US20050171895A1

公开(公告)日：2005-08-04

申请号：US10983170

申请日：2004-11-05

申请人： Edward Howorka ,  David Jifeng Liu ,  Jeffrey Edward Power ,  Nasir Ahmed Zubairi ,  Neena Jain

发明人： Edward Howorka ,  David Jifeng Liu ,  Jeffrey Edward Power ,  Nasir Ahmed Zubairi ,  Neena Jain

IPC分类号： G06F20060101 ,  G06F1/00 ,  G06Q40/00 ,  G06F17/60

CPC分类号： G06Q40/04 ,  G06Q30/0283 ,  G06Q40/00

摘要： Benchmarks for the price of a financial instrument such as FX spot rate for a currency pair are calculated by an algorithm based on a previous benchmark and a market price. The market price is derived from a deal price and a quote price. The deal price is based on deals conducted since the last benchmark and the quote price is based on bids and offers entered since the last benchmark. For each of the deal and quote prices, a price, weight and scatter is calculated which is used to calculate a benchmark price, weight and scatter and a benchmark error.

摘要翻译： 基于先前基准和市场价格的算法计算货币对的外汇现货汇率等金融工具价格的基准。 市场价格来自交易价格和报价。 交易价格是基于上一次基准交易以来的交易价格，报价是根据自上次基准测试以来的报价和报价。 对于交易和报价中的每一种，计算价格，重量和分散度，用于计算基准价格，重量和分散度以及基准误差。

公开(公告)号：US08548892B2

公开(公告)日：2013-10-01

申请号：US10983170

申请日：2004-11-05

申请人： Edward R. Howorka ,  David Jifeng Liu ,  Jeffrey Edward Power ,  Nasir Ahmed Zubairi ,  Neena Jain

发明人： Edward R. Howorka ,  David Jifeng Liu ,  Jeffrey Edward Power ,  Nasir Ahmed Zubairi ,  Neena Jain

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q30/0283 ,  G06Q40/00

摘要： Benchmarks for the price of a financial instrument such as FX spot rate for a currency pair are calculated by an algorithm based on a previous benchmark and a market price. The market price is derived from a deal price and a quote price. The deal price is based on deals conducted since the last benchmark and the quote price is based on bids and offers entered since the last benchmark. For each of the deal and quote prices, a price, weight and scatter is calculated which is used to calculate a benchmark price, weight and scatter and a benchmark error.

摘要翻译： 基于先前基准和市场价格的算法计算货币对的外汇现货汇率等金融工具价格的基准。 市场价格来自交易价格和报价。 交易价格是基于上一次基准交易以来的交易价格，报价是根据自上次基准测试以来的报价和报价。 对于交易和报价中的每一种，计算价格，重量和分散度，用于计算基准价格，重量和分散度以及基准误差。