Method and System for High Speed Options Pricing
    1.
    发明申请
    Method and System for High Speed Options Pricing 有权
    高速选项定价方法与系统

    公开(公告)号:US20070294157A1

    公开(公告)日:2007-12-20

    申请号:US11760211

    申请日:2007-06-08

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04 G06Q40/06

    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.

    摘要翻译: 披露了一种高速技术,可以提供高吞吐量和低延迟的金融行业的期权定价技术。 公开了一种用于计算与选项有关的隐含波动率的并行/流水线架构。 还披露了并行/流水线架构来计算期权的理论公平价格。 优选地,这些并行/流水线架构部署在硬件中,并且更优选地可重新配置逻辑,例如现场可编程门阵列(FPGA),以相对于常规的基于软件的选项定价操作来加速选项定价操作。

    Method and Apparatus for Managing Orders in Financial Markets
    3.
    发明申请
    Method and Apparatus for Managing Orders in Financial Markets 审中-公开
    管理金融市场订单的方法和设备

    公开(公告)号:US20120246052A1

    公开(公告)日:2012-09-27

    申请号:US13316332

    申请日:2011-12-09

    IPC分类号: G06Q40/04

    CPC分类号: G06Q40/04 G06Q40/06

    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.

    摘要翻译: 公开了一种集成的订单管理引擎,其减少与管理多个订单以购买或销售多个金融工具相关联的延迟。 还公开了一种集成交易平台,其提供各种平台组件之间的低延迟通信。 这种综合交易平台可能包括交易策略卸货引擎。

    Electro-mechanical device and associated method of assembly
    4.
    发明授权
    Electro-mechanical device and associated method of assembly 有权
    机电装置及其组装方法

    公开(公告)号:US09105386B2

    公开(公告)日:2015-08-11

    申请号:US13807485

    申请日:2011-06-23

    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.

    摘要翻译: 将机电装置的电磁线圈和电枢之间的气隙设定在期望范围内的方法包括将感测信号施加到电磁线圈并监测电磁线圈的至少一个电特性。 至少一个电特性与气隙和感测信号的大小有关。 该方法还包括当至少一个电气特性指示气隙的尺寸在期望的范围内时,将电枢朝向电磁线圈移动以减小气隙的尺寸并阻止电枢朝向电磁线圈的移动。

    Decoupler featuring helical wrap clutch spring and coil damper springs
    5.
    发明授权
    Decoupler featuring helical wrap clutch spring and coil damper springs 有权
    脱钩器采用螺旋缠绕离合器弹簧和线圈阻尼弹簧

    公开(公告)号:US08789670B2

    公开(公告)日:2014-07-29

    申请号:US13254372

    申请日:2010-03-01

    IPC分类号: F16D3/66 F16D41/20

    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.

    摘要翻译: 具有毂,驱动构件和隔离器的分离器。 所述驱动构件围绕所述轮毂设置以围绕旋转轴线旋转并且包括内部离合器表面。 隔离器耦合毂和驱动构件,并且包括载体,多个弓形弹簧和卷绕弹簧。 载体被容纳在毂和驱动构件之间,并且包括限定一对孔的承载构件和安装在孔中的一对反作用块。 弓形弹簧安装在承载构件中并且设置在轮毂和相关的一个反作用块之间。 卷绕弹簧具有端部和多个与驱动构件的内部离合器表面接合的螺旋线圈。 该端部具有与其中一个反作用块邻接的端面。

    Electromagnet and electromagnetic coil assembly
    6.
    发明授权
    Electromagnet and electromagnetic coil assembly 有权
    电磁铁和电磁线圈组装

    公开(公告)号:US08665046B2

    公开(公告)日:2014-03-04

    申请号:US13825039

    申请日:2011-09-20

    IPC分类号: H01F7/08

    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).

    摘要翻译: 电磁体可以包括极片(20)和线圈组件(30)。 极片(20)可以是磁敏感的并且具有通道结构和第一凸缘构件(22)。 所述通道结构可具有环形内侧壁(24),环形外侧壁(26)和环形端壁(28),所述环形内侧壁(26)和环形端壁(28)在内部和外侧壁 极片(20)的轴向端(27)。 通道结构可以在极片(20)的与第一轴向端(27)相对的第二轴向端(29)上开口。 第一凸缘构件(22)可以联接到第二轴向端部(29)上的内侧壁和外侧壁(24,26)中的一个的端部,并且在极片(20)的径向方向上朝向 内部通道结构。 线圈组件(30)可以固定地联接到内侧壁和外侧壁(24,26)之间的通道结构。

    High speed processing of financial information using FPGA devices
    7.
    发明授权
    High speed processing of financial information using FPGA devices 有权
    使用FPGA器件高速处理财务信息

    公开(公告)号:US08595104B2

    公开(公告)日:2013-11-26

    申请号:US13076951

    申请日:2011-03-31

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04 G06Q40/00 G06Q40/06

    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.

    摘要翻译: 公开了一种用于处理多个金融市场数据消息的高速装置和方法。 对于示例性实施例,使用记录存储器来存储用于多个金融工具的多个记录,并且采用可重构逻辑设备来(1)接收金融市场数据消息,(2)从记录存储器检索 消息相关金融工具的记录,(3)处理每个收到的金融市场数据消息以更新与该消息相关联的金融工具的记录,并且其中每个记录包括识别多个实体中的任何一个的兴趣列表 已表示有兴趣被通知有关更新记录的数据。

    Engine powered device having accessory drive and reversing motor for selectively starting engine and powering accessory drive
    10.
    发明授权
    Engine powered device having accessory drive and reversing motor for selectively starting engine and powering accessory drive 有权
    发动机动力装置,具有附件驱动和反转电机,用于选择性地启动发动机并为附件驱动器供电

    公开(公告)号:US08216113B2

    公开(公告)日:2012-07-10

    申请号:US12470872

    申请日:2009-05-22

    申请人: Scott Parsons

    发明人: Scott Parsons

    IPC分类号: B60K23/00

    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.

    摘要翻译: 具有发动机,电动机/发电机和具有由旋转动力驱动的附件的附件系统的装置。 该装置可以在第一模式中操作,其中发动机提供用于驱动附件和电动机/发电机的旋转动力。 该装置可以在第二模式下操作以启动发动机并驱动在第一旋转方向上从马达/起动器输出旋转动力的附件。 该装置还可以在第三模式中操作,其中电动机/发电机在第二相反的旋转方向输出旋转动力,以在发动机不工作时驱动附件。 还提供了一种操作该装置的方法。