公开(公告)号：US20110307369A1

公开(公告)日：2011-12-15

申请号：US13213703

申请日：2011-08-19

申请人： Keith Alan Anguish ,  Sunil Kiran Cutinho ,  Dmitriy Glinberg ,  Suneel Iyer ,  Dale Michaels ,  Ketan B. Patel

发明人： Keith Alan Anguish ,  Sunil Kiran Cutinho ,  Dmitriy Glinberg ,  Suneel Iyer ,  Dale Michaels ,  Ketan B. Patel

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06 ,  G06Q40/04

摘要： Methods are described for processing and clearing derivative products such as interest rate swaps (IRSs). A swap value factor (SVF) may be generated to calculate the mark-to-market value of an IRS. The SVF may be a function of interest rates derived from a yield curve. Cash flow may be generated between the buyer and the seller to reflect the change in the market price of the derivative, i.e., the mark-to-market process. The results of a cleared swap may be used to determine or alter the margin deposit required by the buyer or seller.

摘要翻译： 描述了处理和清算衍生产品的方法，如利率互换（IRS）。 可以生成交换值因子（SVF）来计算IRS的市值。 SVF可以是从收益率曲线得到的利率的函数。 买方和卖方之间可能产生现金流，以反映衍生工具的市场价格变化，即市场上市流程。 清算互换的结果可用于确定或更改买方或卖方所需的保证金。

公开(公告)号：US20080249958A1

公开(公告)日：2008-10-09

申请号：US11950117

申请日：2007-12-04

申请人： Keith Alan Anguish ,  Sunil Kiran Cutinho ,  Dmitriy Glinberg ,  Suneel Iyer ,  Dale Michaels ,  Ketan B. Patel

发明人： Keith Alan Anguish ,  Sunil Kiran Cutinho ,  Dmitriy Glinberg ,  Suneel Iyer ,  Dale Michaels ,  Ketan B. Patel

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06 ,  G06Q40/04

摘要： Methods are described for processing and clearing derivative products such as interest rate swaps (IRSs). A swap value factor (SVF) may be generated to calculate the mark-to-market value of an IRS. The SVF may be a function of interest rates derived from a yield curve. Cash flow may be generated between the buyer and the seller to reflect the change in the market price of the derivative, i.e., the mark-to-market process. The results of a cleared swap may be used to determine or alter the margin deposit required by the buyer or seller.

摘要翻译： 描述了处理和清算衍生产品的方法，如利率互换（IRS）。 可以生成交换值因子（SVF）来计算IRS的市值。 SVF可以是从收益率曲线得到的利率的函数。 买方和卖方之间可能产生现金流，以反映衍生工具的市场价格变化，即市场上市流程。 清算互换的结果可用于确定或更改买方或卖方所需的保证金。

公开(公告)号：US08024255B2

公开(公告)日：2011-09-20

申请号：US11950117

申请日：2007-12-04

申请人： Keith A. Anguish ,  Sunil K. Cutinho ,  Dmitriy Glinberg ,  Suneel Iyer ,  Dale Michaels ,  Ketan B. Patel

发明人： Keith A. Anguish ,  Sunil K. Cutinho ,  Dmitriy Glinberg ,  Suneel Iyer ,  Dale Michaels ,  Ketan B. Patel

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06 ,  G06Q40/04

摘要： Methods are described for processing and clearing derivative products such as interest rate swaps (IRSs). A swap value factor (SVF) may be generated to calculate the mark-to-market value of an IRS. The SVF may be a function of interest rates derived from a yield curve. Cash flow may be generated between the buyer and the seller to reflect the change in the market price of the derivative, i.e., the mark-to-market process. The results of a cleared swap may be used to determine or alter the margin deposit required by the buyer or seller.

摘要翻译： 描述了处理和清算衍生产品的方法，如利率互换（IRS）。 可以生成交换值因子（SVF）来计算IRS的市值。 SVF可以是从收益率曲线得到的利率的函数。 买方和卖方之间可能产生现金流，以反映衍生工具的市场价格变化，即市场上市流程。 清算互换的结果可用于确定或更改买方或卖方所需的保证金。

公开(公告)号：US08103578B2

公开(公告)日：2012-01-24

申请号：US12559905

申请日：2009-09-15

申请人： Michal Koblas ,  Mohammed Hadi ,  Ketan B. Patel ,  Dmitriy Glinberg

发明人： Michal Koblas ,  Mohammed Hadi ,  Ketan B. Patel ,  Dmitriy Glinberg

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q40/025 ,  G06Q40/06

摘要： A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The system and method include receiving a plurality of data associated with the plurality of financial instruments within the portfolio, determining a systematic risk margin based on at least a portion of the received plurality of data, determining a curve risk margin based on at least a second portion of the received plurality of data, determining a convergence and divergence risk margin based on at least a third portion of the received plurality of data, determining a sector risk margin based on at least a fourth portion of the received plurality of data, determining an idiosyncratic risk margin based on at least a fifth portion of the received plurality of data, determining a liquidity risk margin based on at least a sixth portion of the received plurality of data, determining a basis risk margin based on at least a seventh portion of the received plurality of data, and calculating a multi-factor risk margin based on one more of the determined risk factors.

摘要翻译： 公开了一种用于确定与投资组合内的多个金融工具相关联的保证金要求的系统和方法。 该系统和方法包括接收与投资组合内的多个金融工具相关联的多个数据，基于所接收的多个数据的至少一部分来确定系统风险余额，基于至少第二个 接收的多个数据的一部分，基于所接收的多个数据的至少第三部分确定收敛和发散风险余额，基于所接收的多个数据的至少第四部分确定扇区风险余量，确定一个 基于接收到的多个数据的至少五分之一的特殊风险余额，基于所接收的多个数据的至少第六部分确定流动性风险余额，基于至少第七部分的 收到多个数据，并根据确定的危险因素中的一个以上计算多因素风险余额。

公开(公告)号：US20100017345A1

公开(公告)日：2010-01-21

申请号：US12559905

申请日：2009-09-15

申请人： MOHAMMED HADI ,  Ketan B. Patel ,  Michal Koblas ,  Dmitriy Glinberg

发明人： MOHAMMED HADI ,  Ketan B. Patel ,  Michal Koblas ,  Dmitriy Glinberg

IPC分类号： G06Q40/00

CPC分类号： G06Q40/04 ,  G06Q40/025 ,  G06Q40/06

摘要： A system and method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The system and method include receiving a plurality of data associated with the plurality of financial instruments within the portfolio, determining a systematic risk margin based on at least a portion of the received plurality of data, determining a curve risk margin based on at least a second portion of the received plurality of data, determining a convergence and divergence risk margin based on at least a third portion of the received plurality of data, determining a sector risk margin based on at least a fourth portion of the received plurality of data, determining an idiosyncratic risk margin based on at least a fifth portion of the received plurality of data, determining a liquidity risk margin based on at least a sixth portion of the received plurality of data, determining a basis risk margin based on at least a seventh portion of the received plurality of data, and calculating a multi-factor risk margin based on one more of the determined risk factors.

摘要翻译： 公开了一种用于确定与投资组合内的多个金融工具相关联的保证金要求的系统和方法。 该系统和方法包括接收与投资组合内的多个金融工具相关联的多个数据，基于所接收的多个数据的至少一部分来确定系统风险余额，基于至少第二个 接收的多个数据的一部分，基于所接收的多个数据的至少第三部分确定收敛和发散风险余额，基于所接收的多个数据的至少第四部分确定扇区风险余量，确定一个 基于接收到的多个数据的至少五分之一的特殊风险余额，基于所接收的多个数据的至少第六部分确定流动性风险余额，基于至少第七部分的 收到多个数据，并根据确定的危险因素中的一个以上计算多因素风险余额。

公开(公告)号：US20110050467A1

公开(公告)日：2011-03-03

申请号：US12553004

申请日：2009-09-02

申请人： Lorenzo Crespi ,  Ketan B. Patel ,  Kyehyung Lee

发明人： Lorenzo Crespi ,  Ketan B. Patel ,  Kyehyung Lee

IPC分类号： H03M7/00

CPC分类号： H03M1/066 ,  H03F3/217 ,  H03M1/822 ,  H03M3/502 ,  H03M7/3028 ,  H03M7/3037

摘要： Class-D amplifiers have evolved from using binary pulse-width modulation (PWM) modulators to three-level PWM modulators. Three-level PWM drivers for audio applications offer the benefits of eliminating costly elements at the output of an audio system. However, they also introduce increased common-mode interference. Three-level PWM generates three states, but one state has two interchangeable representations which can be scrambled in order to shape the common-mode output spectrum.

摘要翻译： D类放大器已经从使用二进制脉宽调制（PWM）调制器演进到三电平PWM调制器。 用于音频应用的三级PWM驱动器提供消除音频系统输出的昂贵元素的优点。 然而，它们也引入增加的共模干扰。 三电平PWM产生三个状态，但是一个状态具有两个可互换的表示，其可被加扰以形成共模输出频谱。

公开(公告)号：US20110035342A1

公开(公告)日：2011-02-10

申请号：US12840885

申请日：2010-07-21

申请人： Michal Koblas ,  Muhammed Hadi ,  Ketan B. Patel ,  Ankeet Dehdia ,  Mu Wang

发明人： Michal Koblas ,  Muhammed Hadi ,  Ketan B. Patel ,  Ankeet Dehdia ,  Mu Wang

IPC分类号： G06Q90/00

CPC分类号： G06Q40/06 ,  G06Q40/00 ,  G06Q40/04 ,  G06Q99/00

摘要： A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with the plurality of financial instruments within the portfolio, determining a shock value for each of a plurality of risk factors within a multi-factor risk model, such that the shock factor is determined based on the received plurality of data, calculating a maximum risk margin for each of the plurality of risk factors, and calculating a total multi-factor risk margin based on maximum risk margin for each of the plurality of risk factors.

摘要翻译： 公开了一种用于确定与组合内的多个金融工具相关联的保证金要求的方法。 该方法包括接收与投资组合内的多个金融工具相关联的多个数据，为多因素风险模型中的多个风险因素中的每一个确定冲击值，使得基于所接收到的冲击因子 多个数据，计算多个风险因素中的每一个的最大风险余额，以及基于多个风险因素中的每个风险因子的最大风险余额计算总多元风险边际。

公开(公告)号：US6115660A

公开(公告)日：2000-09-05

申请号：US978669

申请日：1997-11-26

申请人： Alan D. Berger ,  Ketan B. Patel

发明人： Alan D. Berger ,  Ketan B. Patel

IPC分类号： E02F3/43 ,  E02F9/22 ,  G06F19/00

CPC分类号： E02F3/432 ,  E02F3/433 ,  E02F9/2221

摘要： A loader of the type controlled with an electronic digital controller is disclosed herein. The loader may include conventional mechanical component. However, the hydraulic valve is electronically controlled to provide improved motion control. In particular, the operator controls the loader with a two-axis joystick. When the joystick is moved left or right, the bucket is rolled at a speed proportional to the rate of change of the joystick position and independent of the loader arms. When the joystick is moved forward or backwards, the loader arms of the bucket are raised or lowered. When the joystick is only moved forward or backward with substantially no component of motion left or right, the controller rolls the bucket to maintain a substantially constant angle between the bucket and the surface upon which the loader is operating.

摘要翻译： 本文公开了一种用电子数字控制器控制的类型的装载机。 装载机可以包括常规的机械部件。 然而，液压阀是电子控制的，以提供改进的运动控制。 特别地，操作者用双轴操纵杆控制装载机。 当操纵杆向左或向右移动时，铲斗以与操纵杆位置的变化率成比例的速度滚动，而与加载臂无关。 当操纵杆向前或向后移动时，铲斗的装载臂被升高或降低。 当操纵杆仅向前或向后移动时，基本上没有左或右运动分量，控制器滚动铲斗以在铲斗和装载机运行的表面之间保持基本恒定的角度。

公开(公告)号：US20120283971A1

公开(公告)日：2012-11-08

申请号：US13100339

申请日：2011-05-04

申请人： Paul L. Anderson ,  Anouar Braham ,  Tu T. Dang ,  Michael C. Elles ,  Ketan B. Patel

发明人： Paul L. Anderson ,  Anouar Braham ,  Tu T. Dang ,  Michael C. Elles ,  Ketan B. Patel

IPC分类号： G06F19/00

CPC分类号： G06F11/0787 ,  G06F11/0748 ,  G06F11/3058 ,  G06F11/3072 ,  G06F11/327

摘要： A method, computer program product, and computer system for monitoring for electrostatic discharge (ESD) events. An ESD monitor for potential of electrostatic discharge events in a sensed area through a plurality of ESD sensors coupled to the ESD monitor. The monitor senses for a charge level which could cause ESD event and entry of an operator into a sensed area. If an ESD event is detected, issue an ESD event alert to the operator and recording data to a tangible storage device; determine environmental factors at time and date of the ESD event; compare the ESD event and associated environmental factors to other ESD events with associated environmental factors; and determine if a correlation exists between the ESD event and associated environmental factors and the other ESD events with associated environmental factors.

摘要翻译： 一种用于监测静电放电（ESD）事件的方法，计算机程序产品和计算机系统。 ESD监视器，用于通过耦合到ESD监视器的多个ESD传感器在感测区域中产生静电放电事件。 监视器感测到可能导致ESD事件并且操作者进入感测区域的充电水平。 如果检测到ESD事件，则向操作员发出ESD事件警报并将数据记录到有形存储设备; 确定ESD事件的时间和日期的环境因素; 将ESD事件和相关环境因素与其他具有相关环境因素的ESD事件相比较; 并确定ESD事件与相关环境因素之间是否存在相关性以及其他具有相关环境因素的ESD事件。

公开(公告)号：US08108281B2

公开(公告)日：2012-01-31

申请号：US12840885

申请日：2010-07-21

申请人： Michal Koblas ,  Muhammed Hadi ,  Ketan B. Patel ,  Ankeet Dehdia ,  Mu Wang

发明人： Michal Koblas ,  Muhammed Hadi ,  Ketan B. Patel ,  Ankeet Dehdia ,  Mu Wang

IPC分类号： G06Q40/00

CPC分类号： G06Q40/06 ,  G06Q40/00 ,  G06Q40/04 ,  G06Q99/00

摘要： A method for determining a margin requirement associated with a plurality of financial instruments within a portfolio is disclosed. The method includes receiving a plurality of data associated with the plurality of financial instruments within the portfolio, determining a shock value for each of a plurality of risk factors within a multi-factor risk model, such that the shock factor is determined based on the received plurality of data, calculating a maximum risk margin for each of the plurality of risk factors, and calculating a total multi-factor risk margin based on maximum risk margin for each of the plurality of risk factors.

摘要翻译： 公开了一种用于确定与组合内的多个金融工具相关联的保证金要求的方法。 该方法包括接收与投资组合内的多个金融工具相关联的多个数据，为多因素风险模型中的多个风险因素中的每一个确定冲击值，使得基于所接收到的冲击因子 多个数据，计算多个风险因素中的每一个的最大风险余额，以及基于多个风险因素中的每个风险因子的最大风险余额计算总多元风险边际。