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公开(公告)号：US20220084125A1
公开(公告)日：2022-03-17
申请号：US17536931
申请日：2021-11-29
发明人： Dhiraj Bawadhankar , Fateen Sharaby , Steve Dayon , Jack Callahan
IPC分类号： G06Q40/06
摘要： Systems and methods for blending a plurality of swaps may include determining a fixed rate for use in blending a plurality of swaps, each of the plurality of swaps having matching economics and a different associated fixed rate. A computing device may determine a first remnant swap for blending fixed rate components of the plurality of swaps using the fixed rate. In some cases, the computing device may determine second remnant swap for blending floating rate components of the plurality of swaps based on the first remnant swap.
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公开(公告)号：US20210097620A1
公开(公告)日：2021-04-01
申请号：US17119141
申请日：2020-12-11
发明人： Dhiraj Bawadhankar , Fateen Sharaby , Steve Dayon , Jack Callahan
IPC分类号： G06Q40/06
摘要： Systems and methods for blending a plurality of swaps may include determining a fixed rate for use in blending a plurality of swaps, each of the plurality of swaps having matching economics and a different associated fixed rate. A computing device may determine a first remnant swap for blending fixed rate components of the plurality of swaps using the fixed rate. In some cases, the computing device may determine second remnant swap for blending floating rate components of the plurality of swaps based on the first remnant swap.
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公开(公告)号：US11847703B2
公开(公告)日：2023-12-19
申请号：US17536931
申请日：2021-11-29
发明人： Dhiraj Bawadhankar , Fateen Sharaby , Steve Dayon , Jack Callahan
IPC分类号： G06Q40/06
CPC分类号： G06Q40/06
摘要： Systems and methods for blending a plurality of swaps may include determining a fixed rate for use in blending a plurality of swaps, each of the plurality of swaps having matching economics and a different associated fixed rate. A computing device may determine a first remnant swap for blending fixed rate components of the plurality of swaps using the fixed rate. In some cases, the computing device may determine second remnant swap for blending floating rate components of the plurality of swaps based on the first remnant swap.
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公开(公告)号：US11216885B2
公开(公告)日：2022-01-04
申请号：US17119141
申请日：2020-12-11
发明人： Dhiraj Bawadhankar , Fateen Sharaby , Steve Dayon , Jack Callahan
IPC分类号： G06Q40/06
摘要： Systems and methods for blending a plurality of swaps may include determining a fixed rate for use in blending a plurality of swaps, each of the plurality of swaps having matching economics and a different associated fixed rate. A computing device may determine a first remnant swap for blending fixed rate components of the plurality of swaps using the fixed rate. In some cases, the computing device may determine second remnant swap for blending floating rate components of the plurality of swaps based on the first remnant swap.
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公开(公告)号：US10475123B2
公开(公告)日：2019-11-12
申请号：US14338052
申请日：2014-07-22
发明人： Dhiraj Bawadhankar , Fateen Sharaby , Steve Dayon , Jack Callahan
摘要： Systems and methods for blending a plurality of swaps may include determining a fixed rate for use in blending a plurality of swaps, each of the plurality of swaps having matching economics and a different associated fixed rate. A computing device may determine a first remnant swap for blending fixed rate components of the plurality of swaps using the fixed rate. In some cases, the computing device may determine second remnant swap for blending floating rate components of the plurality of swaps based on the first remnant swap.
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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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公开(公告)号：US10650457B2
公开(公告)日：2020-05-12
申请号：US16532026
申请日：2019-08-05
发明人： Dhiraj Bawadhankar , Fateen Sharaby , Steve Dayon , Jack Callahan
IPC分类号： G06Q40/06
摘要： Systems and methods for blending a plurality of swaps may include determining a fixed rate for use in blending a plurality of swaps, each of the plurality of swaps having matching economics and a different associated fixed rate. A computing device may determine a first remnant swap for blending fixed rate components of the plurality of swaps using the fixed rate. In some cases, the computing device may determine second remnant swap for blending floating rate components of the plurality of swaps based on the first remnant swap.
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公开(公告)号：US20240062304A1
公开(公告)日：2024-02-22
申请号：US18497201
申请日：2023-10-30
发明人： Dhiraj Bawadhankar , Fateen Sharaby , Steve Dayon , Jack Callahan
IPC分类号： G06Q40/06
CPC分类号： G06Q40/06
摘要： Systems and methods for blending a plurality of swaps may include determining a fixed rate for use in blending a plurality of swaps, each of the plurality of swaps having matching economics and a different associated fixed rate. A computing device may determine a first remnant swap for blending fixed rate components of the plurality of swaps using the fixed rate. In some cases, the computing device may determine second remnant swap for blending floating rate components of the plurality of swaps based on the first remnant swap.
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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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