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公开(公告)号:US08443372B2
公开(公告)日:2013-05-14
申请号:US11388159
申请日:2006-03-23
申请人: Paul J. Callaway , Sunil Kiran Cutinho , Paul M. Dantzig , Stephen M. Goldman , Arun Kwangil Iyengar , Francis Nicholas Parr , Agnes Shanthi Thiruthuvadoss
发明人: Paul J. Callaway , Sunil Kiran Cutinho , Paul M. Dantzig , Stephen M. Goldman , Arun Kwangil Iyengar , Francis Nicholas Parr , Agnes Shanthi Thiruthuvadoss
CPC分类号: G06F9/5083 , G06F9/5027
摘要: Techniques are disclosed for processing requests in a data processing system. While the principles of the invention are not limited to a particular domain, they are particularly suitable for use in an electronic trading system. By way of example of one aspect of the invention, a method for directing requests to at least one node in a system comprising multiple nodes and a plurality of requests comprises associating a number to each request, assigning at least one number to each node so as to balance a load across the nodes, and sending a request to a node based on the number associated to the request. Various other aspects are disclosed.
摘要翻译: 公开了用于在数据处理系统中处理请求的技术。 虽然本发明的原理不限于特定领域,但是它们特别适用于电子交易系统。 作为本发明的一个方面的示例,用于将请求定向到包括多个节点和多个请求的系统中的至少一个节点的方法包括将数字与每个请求相关联,向每个节点分配至少一个数量,以便 以平衡节点之间的负载,并根据与请求相关联的数量向节点发送请求。 公开了各种其它方面。
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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
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。
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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
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。
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