首页> 外国专利> Trading and settling enhancements to the standard electronic futures exchange market model leading to novel derivatives including on exchange ISDA type interest rate derivatives and second generation bond like futures based in part or entirely on them

Trading and settling enhancements to the standard electronic futures exchange market model leading to novel derivatives including on exchange ISDA type interest rate derivatives and second generation bond like futures based in part or entirely on them

机译：交易和结算方面对标准电子期货交易市场模型的增强，从而产生了新颖的衍生产品，包括在交易中ISDA类型的利率衍生产品和第二代债券，例如部分或全部基于它们的期货

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摘要

A set of linked methods allows accessing derivative products other than traditional futures and options within an adapted electronic futures exchange type market model, rules and legal environment. One embodiment comprises a linkage of such new methods which provides exchange members with access to exact OTC ISDA type interest rate swap and FRA related exposures. Another embodiment is a method comprising another specific linkage of the new methods which gives exchange members access to exact OTC ISDA type overnight index swap related exposures. An additional embodiment provides exchange members with convenient access to credit spread andor interest rate swap embodiments via deliverable credit rate linked and swap rate linked bond like futures.

机译：一组链接的方法允许在适应的电子期货交易类型的市场模型，规则和法律环境中访问除传统期货和期权以外的衍生产品。一个实施例包括这些新方法的链接，该新方法为交换成员提供对精确的OTC ISDA类型的利率掉期和与FRA相关的敞口的访问。另一个实施例是一种包括新方法的另一特定链接的方法，该新链接使交换成员能够访问与OTC ISDA类型确切的隔夜指数掉期相关的敞口。另一实施例通过诸如期货之类的可交付的信用利率挂钩和掉期利率挂钩债券为交换成员提供了对信用价差和/或利率掉期实施例的方便访问。

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公开/公告号US2006224492A1

专利类型
公开/公告日2006-10-05

原文格式PDF
申请/专利权人 PAVEL PINKAVA;
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申请/专利号US20050179382
发明设计人 PAVEL PINKAVA;
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申请日2005-07-12
分类号G06Q40/00;
国家 US
入库时间 2022-08-21 21:45:01

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