Method and apparatus for deriving benchmarks for trading instruments
    1.
    发明授权
    Method and apparatus for deriving benchmarks for trading instruments 有权
    用于衍生贸易工具的基准的方法和装置

    公开(公告)号:US08548892B2

    公开(公告)日:2013-10-01

    申请号:US10983170

    申请日:2004-11-05

    IPC分类号: 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。

    METHOD AND APPARATUS FOR DERIVING BENCHMARKS FOR TRADING INSTRUMENTS
    2.
    发明申请
    METHOD AND APPARATUS FOR DERIVING BENCHMARKS FOR TRADING INSTRUMENTS 审中-公开
    用于交易仪器的基准的方法和装置

    公开(公告)号:US20090171829A1

    公开(公告)日:2009-07-02

    申请号:US12365339

    申请日:2009-02-04

    IPC分类号: 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。

    Processing of deal tickets
    7.
    发明授权
    Processing of deal tickets 有权
    处理交易票

    公开(公告)号:US08239316B2

    公开(公告)日:2012-08-07

    申请号:US12641516

    申请日:2009-12-18

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04

    摘要: A deal feed system for passing deal tickets to back office systems comprises a deal feed contributor which receives tickets from trades on a plurality of trading systems on a plurality of trading floors, a database for storing the tickets, and a distributor for passing the tickets to back office systems. Virtual deal codes are defined to which a plurality of real deal codes map. The virtual deal codes to which a ticket relates is stored in a table with a reference to the stored ticket. A deal code table is updated with the range of the virtual deal code and the update transmitted to the bank office systems and to traders.

    摘要翻译: 用于将交易票据传递到后台系统的交易馈送系统包括交易馈送者,其从多个交易台上的多个交易系统上的交易接​​收票据,用于存储票据的数据库,以及用于将票据传递给 后台系统。 定义了多个真实交易代码映射到的虚拟交易代码。 票据所关联的虚拟交易代码存储在具有对所存储的票证的引用的表中。 交易代码表更新为虚拟交易代码的范围,并更新传输到银行系统和交易者。

    Processing of deal tickets
    8.
    发明授权
    Processing of deal tickets 有权
    处理交易票

    公开(公告)号:US07660760B2

    公开(公告)日:2010-02-09

    申请号:US10548949

    申请日:2004-03-29

    IPC分类号: G06Q40/00

    CPC分类号: G06Q40/04

    摘要: A deal feed system for passing deal tickets to back office systems comprises a deal feed contributor which receives tickets from trades on a plurality of trading systems on a plurality of trading floors, a database for storing the tickets, and a distributor for passing the tickets to back office systems. Virtual deal codes are defined to which a plurality of real deal codes map. The virtual deal codes to which a ticket relates is stored in a table with a reference to the stored ticket. A deal code table is updated with the range of the virtual deal code and the update transmitted to the bank office systems and to traders.

    摘要翻译: 用于将交易票据传递到后台系统的交易馈送系统包括交易馈送者,其从多个交易台上的多个交易系统上的交易接​​收票据,用于存储票据的数据库,以及用于将票据传递给 后台系统。 定义了多个真实交易代码映射到的虚拟交易代码。 票据所关联的虚拟交易代码存储在具有对所存储的票证的引用的表中。 交易代码表更新为虚拟交易代码的范围,并更新传输到银行系统和交易者。