专利快速检索-快速检索全球专利，免费商用专利数据库-IPRDB

1. 发明授权

US07987127B1 Total fair value swap 有权
标题翻译：公允价值交换总额
公开(公告)号：US07987127B1
公开(公告)日：2011-07-26
申请号：US12505171
申请日：2009-07-17
申请人： David A Oaten , Stephen J Wolf , Pankaj Jhamb
发明人： David A Oaten , Stephen J Wolf , Pankaj Jhamb
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06
摘要： A synthetic instrument known as a “Total Fair Value Swap” is disclosed. According to one embodiment, the Total Fair Value Swap may comprise an agreement between two counterparties, a “Fixed Rate Payer” and a “Floating Rate Payer”. According to the agreement, the Fixed Rate Payer makes a stream of payments to the Floating Rate Payer based on a fixed rate, and the Floating Rate Payer makes a second stream of payments to the Fixed Rate Payer based on a floating rate, wherein a first portion of the floating rate is based on a reference interest rate, and wherein a second portion of the floating rate is based on a credit spread associated with the Floating Rate Payer. The reference interest rate may be, for example, London Inter-Bank Offer Rate (LIBOR), prime interest rate, the US dollar swap rate, the U.S. Treasury Bond rate or any other widely traded interest rate that is reset periodically. The credit spread may be observed from the Credit Default Swap (CDS) market.
摘要翻译：公开了一种称为“总公平值交换”的合成仪器。根据一个实施例，总公允价值交换可以包括两个交易对手“固定利率付款人”和“浮动利率付款人”之间的协议。根据协议，固定利率付款人根据固定利率向浮动利率付款人支付流量，浮动利率付款人根据浮动利率向固定利率付款人支付第二笔款项，其中第一笔浮动利率的一部分基于参考利率，并且其中浮动利率的第二部分基于与浮动利率付款人相关联的信用息差。参考利率可以是例如伦敦银行间优惠利率（LIBOR），主要利率，美元掉期利率，美国国库债券利率或周期性重置的任何其他广泛交易的利率。信用违约掉期（CDS）市场可以观察到信用利差。

2. 发明授权

US08650112B2 Total Fair Value Swap 有权
标题翻译：总公允价值交换
公开(公告)号：US08650112B2
公开(公告)日：2014-02-11
申请号：US13113425
申请日：2011-05-23
申请人： David A Oaten , Stephen J Wolf , Pankaj Jhamb
发明人： David A Oaten , Stephen J Wolf , Pankaj Jhamb
IPC分类号： G06Q40/00
CPC分类号： G06Q40/04 , G06Q40/00 , G06Q40/06
摘要： A synthetic instrument known as a “Total Fair Value Swap” is disclosed. According to one embodiment, the Total Fair Value Swap may comprise an agreement between two counterparties, a “Fixed Rate Payer” and a “Floating Rate Payer”. According to the agreement, the Fixed Rate Payer makes a stream of payments to the Floating Rate Payer based on a fixed rate, and the Floating Rate Payer makes a second stream of payments to the Fixed Rate Payer based on a floating rate, wherein a first portion of the floating rate is based on a reference interest rate, and wherein a second portion of the floating rate is based on a credit spread associated with the Floating Rate Payer. The reference interest rate may be, for example, London Inter-Bank Offer Rate (LIBOR), prime interest rate, the US dollar swap rate, the U.S. Treasury Bond rate or any other widely traded interest rate that is reset periodically. The credit spread may be observed from the Credit Default Swap (CDS) market.
摘要翻译：公开了一种称为“总公平值交换”的合成仪器。根据一个实施例，总公允价值交换可以包括两个交易对手“固定利率付款人”和“浮动利率付款人”之间的协议。根据协议，固定利率付款人根据固定利率向浮动利率付款人支付流量，浮动利率付款人根据浮动利率向固定利率付款人支付第二笔款项，其中第一笔浮动利率的一部分基于参考利率，并且其中浮动利率的第二部分基于与浮动利率付款人相关联的信用息差。参考利率可以是例如伦敦银行间优惠利率（LIBOR），主要利率，美元掉期利率，美国国库债券利率或周期性重置的任何其他广泛交易的利率。信用违约掉期（CDS）市场可以观察到信用利差。

你已经成功收藏专利！

检索式保存成功!

IPRDB

热门服务

关于我们

友情链接

联系方式