摘要:
A high speed technique for options pricing in the financial industry is disclosed that can provide both high throughput and low latency. A parallel/pipelined architecture is disclosed for computing an implied volatility in connection with an option. Parallel/pipelined architectures are also disclosed for computing an option's theoretical fair price. Preferably these parallel/pipelined architectures are deployed in hardware, and more preferably reconfigurable logic such as Field Programmable Gate Arrays (FPGAs) to accelerate the options pricing operations relative to conventional software-based options pricing operations.
摘要:
An integrated order management engine is disclosed that reduces the latency associated with managing multiple orders to buy or sell a plurality of financial instruments. Also disclosed is an integrated trading platform that provides low latency communications between various platform components. Such an integrated trading platform may include a trading strategy offload engine.
摘要:
An integrated order management engine is disclosed that reduces the latency associated with managing multiple orders to buy or sell a plurality of financial instruments. Also disclosed is an integrated trading platform that provides low latency communications between various platform components. Such an integrated trading platform may include a trading strategy offload engine.
摘要:
A method of setting an air gap between an electromagnetic coil and an armature of an electro-mechanical device to be within a desired range includes applying a sensing signal to the electromagnetic coil and monitoring at least one electrical characteristic of the electromagnetic coil. The at least one electrical characteristic is related to a size of the air gap and the sensing signal. The method further includes moving the armature towards the electromagnetic coil to reduce the size of the air gap and stopping movement of the armature towards the electromagnetic coil when the at least one electrical characteristic indicates the size of the air gap is within the desired range.
摘要:
A decoupler having a hub, a drive member and an isolator. The drive member is disposed about the hub for rotation about a rotational axis and includes an inner clutch surface. The isolator couples the hub and the drive member and includes a carrier, a plurality of arcuate springs, and a wrap spring. The carrier is received between the hub and the drive member and includes a carrier member, which defines a pair of apertures, and a pair of reaction blocks that are mounted in the apertures. The arcuate springs are mounted in the carrier member and are disposed between the hub and an associated one of the reaction blocks. The wrap spring has an end and a plurality of helical coils that are engaged to the inner clutch surface of the drive member. The end has an end face that is abutted against one of the reaction blocks.
摘要:
An electromagnet may comprise a pole piece (20) and coil assembly (30). The pole piece (20) may be magnetically susceptible and have a channel structure and a first flange member (22). The channel structure may have an annular inner side wall (24), an annular outer side wall (26) and an annular end wall (28) that fixedly couples the inner and outer side walls (24, 26) to one another on a first axial end (27) of the pole piece (20). The channel structure may be open on a second axial end (29) of the pole piece (20) that is opposite the first axial end (27). The first flange member (22) may be coupled to an end of one of the inner and outer side walls (24, 26) on the second axial end (29) and extend in a radial direction of the pole piece (20) towards an interior of the channel structure. The coil assembly (30) may be fixedly coupled to the channel structure between the inner and outer side walls (24, 26).
摘要:
A high speed apparatus and method for processing a plurality of financial market data messages are disclosed. With respect to an exemplary embodiment, a record memory is employed to store a plurality of records for a plurality of financial instruments, and a reconfigurable logic device is employed to (1) receive financial market data messages, (2) retrieve from the record memory the records for the messages' associated financial instruments, (3) process each received financial market data message to update the record for the financial instrument associated with that message, and wherein each record comprises an interest list that identifies whether any of a plurality of entities have expressed an interest in being notified of data relating to the updated record.
摘要:
A high speed apparatus and method for processing a plurality of financial market data messages are disclosed. With respect to an exemplary embodiment, a reconfigurable logic device is employed to (1) receive the financial market data messages, and (2) process each received financial market data message to update a stored record for the financial instrument associated with that message.
摘要:
A driven accessory having a clutch that permits selective operation of an accessory portion. The clutch employs rotational inertia to control driving engagement of a wrap spring to an interior clutch surface on a drive member and/or driving disengagement of the wrap spring from the interior clutch surface.
摘要:
A device having an engine, a motor/generator and an accessory system having an accessory that is driven by rotary power. The device can be operated in a first mode in which the engine provides rotary power for driving the accessory and the motor/generator. The device can be operated in a second mode for starting the engine and driving the accessory in which rotary power is output from the motor/starter in a first rotational direction. The device can also be operated in a third mode in which the motor/generator outputs rotary power in a second, opposite rotational direction for driving the accessory while the engine is not operating. A method for operating the device is also provided.