CA2744584A1 - System and method for reducing curve risk - Google Patents

System and method for reducing curve risk Download PDF

Info

Publication number
CA2744584A1
CA2744584A1 CA2744584A CA2744584A CA2744584A1 CA 2744584 A1 CA2744584 A1 CA 2744584A1 CA 2744584 A CA2744584 A CA 2744584A CA 2744584 A CA2744584 A CA 2744584A CA 2744584 A1 CA2744584 A1 CA 2744584A1
Authority
CA
Canada
Prior art keywords
matching
positions
bonds
bond
dealer
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Abandoned
Application number
CA2744584A
Other languages
English (en)
French (fr)
Inventor
Umesh Subhash Patel
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
ICAP Services North America LLC
Original Assignee
ICAP Services North America LLC
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by ICAP Services North America LLC filed Critical ICAP Services North America LLC
Publication of CA2744584A1 publication Critical patent/CA2744584A1/en
Abandoned legal-status Critical Current

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

Landscapes

  • Business, Economics & Management (AREA)
  • Accounting & Taxation (AREA)
  • Finance (AREA)
  • Engineering & Computer Science (AREA)
  • Development Economics (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Physics & Mathematics (AREA)
  • General Business, Economics & Management (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
  • Other Investigation Or Analysis Of Materials By Electrical Means (AREA)
CA2744584A 2011-06-01 2011-06-27 System and method for reducing curve risk Abandoned CA2744584A1 (en)

Applications Claiming Priority (2)

Application Number Priority Date Filing Date Title
SG2011039633A SG185857A1 (en) 2011-06-01 2011-06-01 System and method for reducing curve risk
SG201103963-3 2011-06-01

Publications (1)

Publication Number Publication Date
CA2744584A1 true CA2744584A1 (en) 2012-12-01

Family

ID=46883043

Family Applications (1)

Application Number Title Priority Date Filing Date
CA2744584A Abandoned CA2744584A1 (en) 2011-06-01 2011-06-27 System and method for reducing curve risk

Country Status (7)

Country Link
US (2) US20120310811A1 (enExample)
JP (1) JP5940773B2 (enExample)
AU (1) AU2011203113A1 (enExample)
CA (1) CA2744584A1 (enExample)
NZ (1) NZ593844A (enExample)
SG (1) SG185857A1 (enExample)
ZA (1) ZA201104694B (enExample)

Families Citing this family (5)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US10430878B2 (en) * 2012-09-14 2019-10-01 Chicago Mercantile Exchange Inc. Matched order fulfillment with linear optimization
US10460389B1 (en) * 2013-07-10 2019-10-29 Charles Schwab & Co., Inc. System and method for operating a family of mutual funds or ETFs
CN109615773B (zh) * 2018-10-16 2021-06-01 浙江工业大学 基于直导轨的食品自动售卖机货物优化调整方法
US20200302528A1 (en) * 2019-03-18 2020-09-24 Chicago Mercantile Exchange Inc. Range-limited data object linking and equivalence
WO2024096909A1 (en) * 2022-11-04 2024-05-10 Bgc Partners, L.P. Systems and methods for deriving synthetic assets and atomic transaction processing for the same

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* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US5809483A (en) * 1994-05-13 1998-09-15 Broka; S. William Online transaction processing system for bond trading
US6304858B1 (en) * 1998-02-13 2001-10-16 Adams, Viner And Mosler, Ltd. Method, system, and computer program product for trading interest rate swaps
CA2367456A1 (en) * 1999-04-28 2000-11-02 Sabot Associates, Inc. A system and method for completing a transaction for an investment instrument
US7231363B1 (en) * 1999-12-29 2007-06-12 Wall Corporation Method and system for rebrokering orders in a trading system
US7415436B1 (en) * 2000-03-08 2008-08-19 W. R. Hambrecht + Co., Llc System and method for pricing and allocation of commodities or securities
US20020016758A1 (en) * 2000-06-28 2002-02-07 Grigsby Calvin B. Method and apparatus for offering, pricing, and selling securities over a network
EP1197887A1 (en) * 2000-10-11 2002-04-17 Ubs Ag Computer system and method for hedging a currency exchange rate risk
JP2001318993A (ja) * 2000-11-24 2001-11-16 Simplex Institute 商品売買運用手法の教習システム
US20030041000A1 (en) * 2000-12-18 2003-02-27 Paul Zajac System and method for providing a graphical user interface for a multi-interface financial transaction system
US7590585B2 (en) * 2000-12-22 2009-09-15 Marketaxess Holdings Inc. Method and system for computer-implemented trading of secondary market debt securities
JP2002197281A (ja) * 2000-12-25 2002-07-12 Tokyo Forex Traders Securities Co Ltd ネットワーク間自動相対取引装置及びその方法
JP2002245241A (ja) * 2001-02-15 2002-08-30 Mizuho Asset Trust & Banking Co Ltd 金銭信託運用管理方法
WO2002088883A2 (en) * 2001-04-26 2002-11-07 Optionable, Inc. A system and method for real-time options trading over a global computer network
US7379911B2 (en) * 2001-12-26 2008-05-27 Espeed, Inc. Systems and methods for providing financial instruments including contrary positions
US7792719B2 (en) * 2004-02-04 2010-09-07 Research Affiliates, Llc Valuation indifferent non-capitalization weighted index and portfolio
US7499883B2 (en) * 2003-07-31 2009-03-03 Marketaxess Holdings Inc. Electronic inquiry lists for financial products
JP2008535125A (ja) * 2005-04-05 2008-08-28 リーマン・ブラザーズ・インコーポレーテッド 注文の分析、強化および実行のためのシステムおよび方法
US20070083452A1 (en) * 2005-10-07 2007-04-12 Jan Mayle Securities trade monitoring and evaluation system
US20070174178A1 (en) * 2005-12-20 2007-07-26 Jonathan Chait Direct access bond trading platform
US20070198393A1 (en) * 2006-02-22 2007-08-23 Springer Mark H Method and system for auctioning bonds using a full-time public network
US7822677B1 (en) * 2006-09-07 2010-10-26 Marketaxess Holdings, Inc. Electronic price-based inquiry lists for financial products
US7765152B2 (en) * 2006-11-20 2010-07-27 Codestreet, Llc System and method for detecting trading opportunities in financial markets
US8756144B2 (en) * 2006-11-29 2014-06-17 Hartfield Titus & Donnelly LLC. Securities auction system and method
US20090182658A1 (en) * 2008-01-14 2009-07-16 Lutnick Howard W Automatic financial instrument transaction system
US8392314B1 (en) * 2009-02-02 2013-03-05 Marketaxess Holdings, Inc. Methods and systems for computer-based incremental trading
US20110191228A1 (en) * 2010-02-02 2011-08-04 Altman Lloyd System and method for to be announced (tba) bond trading
US20120016785A1 (en) * 2010-07-14 2012-01-19 Trading Technologies International, Inc. Smart Matching for Synthetic Spreads
US20120116942A1 (en) * 2010-11-05 2012-05-10 Deutsche Boerse Ag Computer system and method for generating and executing orders within a price range

Also Published As

Publication number Publication date
JP2012252680A (ja) 2012-12-20
ZA201104694B (en) 2013-02-27
NZ593844A (en) 2012-09-28
AU2011203113A1 (en) 2012-12-20
JP5940773B2 (ja) 2016-06-29
SG185857A1 (en) 2012-12-28
US20140195410A1 (en) 2014-07-10
US20120310811A1 (en) 2012-12-06

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Legal Events

Date Code Title Description
FZDE Dead

Effective date: 20170627