Interest rate swap compression
US10810671B2 · kind B2 · utility
1Cited by
28References
21Claims
0Family size
Assignee
Inventors
Key dates
| Filing date | Jun 25, 2015 |
| Grant date | Oct 20, 2020 |
| Priority date | — |
| Expiry date | Jan 28, 2036 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A computer system may access data corresponding to a portfolio that comprises interest rate swaps and may calculate parameters for a compressed swap. The computer system may determine, based at least in part on the parameters for the compressed swap, a performance bond requirement attributable to the interest rate swaps. The computer system may compare the performance bond requirement to account data associated with a holder of the portfolio and may perform one or more additional actions based on the comparing.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.