公开(公告)号：US08078521B1

公开(公告)日：2011-12-13

申请号：US11830005

申请日：2007-07-30

申请人： John Williams ,  Doug Warren ,  Bryce Markus ,  David Moss ,  Robert Lee ,  Carlo-Edoardo Carlon ,  Athanassios Diplas ,  Glade Jacobsen ,  Justin Gmelich ,  William Roberts ,  Bryan Mix ,  Kimberly Summe ,  Tom Benison ,  Alessandro Cocco ,  Lisa Watkinson ,  Thomas Vogel ,  Vincent Basulto

发明人： John Williams ,  Doug Warren ,  Bryce Markus ,  David Moss ,  Robert Lee ,  Carlo-Edoardo Carlon ,  Athanassios Diplas ,  Glade Jacobsen ,  Justin Gmelich ,  William Roberts ,  Bryan Mix ,  Kimberly Summe ,  Tom Benison ,  Alessandro Cocco ,  Lisa Watkinson ,  Thomas Vogel ,  Vincent Basulto

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04

摘要： Systems and methods for settling credit default swap contracts upon occurrence of a credit event are provided. In the first stage an inside market price and imbalance between net sell and buy positions are determined. When there is an imbalance between net sell and buy positions, a second stage is employed to determine a final price for settling the imbalance.

摘要翻译： 提供了在发生信用事件时结算信用违约掉期合约的系统和方法。 在第一阶段，内部市场价格和净销售和买入头寸之间的不平衡被确定。 当净销售和买入头寸之间出现不平衡时，采用第二阶段来确定最终价格以解决不平衡。