Systems and methods for using declining balance methodologies to enhance clearing of dividend futures and other instruments
US8626638B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Nov 29, 2010 |
| Grant date | Jan 7, 2014 |
| Priority date | — |
| Expiry date | Mar 13, 2031 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/04
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
Systems and method are disclosed for quoting, adjusting and settling futures contracts by successively removing the just-realized variables from the quoted futures price to focus the quoted contract value to the remaining unrealized economic variables. Further, such systems and method for quoting, adjusting and settling the futures contracts preserve the underlying economic consideration for the trade when compared with the traditional way of quoting futures based on the same cumulative sum.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.