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公开(公告)号：US20160125399A1
公开(公告)日：2016-05-05
申请号：US14928104
申请日：2015-10-30
发明人： Simon Burnham , Dhiraj Bawadhankar
摘要： Systems and methods for blending a plurality of FX forwards may include determining a signed sum of notional values associated with each of the primary currency component and the settlement currency component of each of the plurality of FX forwards for use in blending the plurality of FX forwards, each of the plurality of FX forwards having matching economics and a different associated fixed rate. A computing device may determine one or more remnant FX forwards to blend the plurality of FX forwards based, at least in part, using the determined sums of the notional values. This may reduce the gross notional and/or the total clearing line items associated with the original FX forwards. In some cases, the computing device may determine a single currency FX forward for blending the plurality of FX forwards.
摘要翻译： 用于混合多个FX前进的系统和方法可以包括确定与多个FX前进中的每一个的前一个主要货币组成和结算货币组成中的每一个相关联的名义值的签名总和用于混合多个FX前进， 多个FX转发中的每一个具有匹配经济性和不同的相关固定速率。 至少部分地，使用所确定的概念值的总和，计算设备可以确定一个或多个剩余的FX转发以混合多个FX转发。 这可能减少与原始FX远期相关联的总体名义和/或总清算行项目。 在某些情况下，计算设备可以确定用于混合多个FX前进的单一货币FX forward。
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公开(公告)号：US11423397B2
公开(公告)日：2022-08-23
申请号：US16939894
申请日：2020-07-27
摘要： Systems and methods for blending a plurality of FX forwards may include determining a signed sum of notional values associated with each of the primary currency component and the settlement currency component of each of the plurality of FX forwards for use in blending the plurality of FX forwards, each of the plurality of FX forwards having matching economics and a different associated fixed rate. A computing device may determine one or more remnant FX forwards to blend the plurality of FX forwards based, at least in part, using the determined sums of the notional values. This may reduce the gross notional and/or the total clearing line items associated with the original FX forwards. In some cases, the computing device may determine a single currency FX forward for blending the plurality of FX forwards.
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公开(公告)号：US20220351190A1
公开(公告)日：2022-11-03
申请号：US17863862
申请日：2022-07-13
摘要： Systems and methods for blending a plurality of FX forwards may include determining a signed sum of notional values associated with each of the primary currency component and the settlement currency component of each of the plurality of FX forwards for use in blending the plurality of FX forwards, each of the plurality of FX forwards having matching economics and a different associated fixed rate. A computing device may determine one or more remnant FX forwards to blend the plurality of FX forwards based, at least in part, using the determined sums of the notional values. This may reduce the gross notional and/or the total clearing line items associated with the original FX forwards. In some cases, the computing device may determine a single currency FX forward for blending the plurality of FX forwards.
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公开(公告)号：US10789588B2
公开(公告)日：2020-09-29
申请号：US14928104
申请日：2015-10-30
摘要： Systems and methods for blending a plurality of FX forwards may include determining a signed sum of notional values associated with each of the primary currency component and the settlement currency component of each of the plurality of FX forwards for use in blending the plurality of FX forwards, each of the plurality of FX forwards having matching economics and a different associated fixed rate. A computing device may determine one or more remnant FX forwards to blend the plurality of FX forwards based, at least in part, using the determined sums of the notional values. This may reduce the gross notional and/or the total clearing line items associated with the original FX forwards. In some cases, the computing device may determine a single currency FX forward for blending the plurality of FX forwards.
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