NZ593844A - System and method for reducing curve risk - Google Patents

System and method for reducing curve risk

Info

Publication number
NZ593844A
NZ593844A NZ593844A NZ59384411A NZ593844A NZ 593844 A NZ593844 A NZ 593844A NZ 593844 A NZ593844 A NZ 593844A NZ 59384411 A NZ59384411 A NZ 59384411A NZ 593844 A NZ593844 A NZ 593844A
Authority
NZ
New Zealand
Prior art keywords
positions
dealers
bond
matching
computerised
Prior art date
Application number
NZ593844A
Other languages
English (en)
Inventor
Umesh Subhash Patel
Original Assignee
Icap Man Services Ltd
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 Man Services Ltd filed Critical Icap Man Services Ltd
Publication of NZ593844A publication Critical patent/NZ593844A/xx

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)
NZ593844A 2011-06-01 2011-06-30 System and method for reducing curve risk NZ593844A (en)

Applications Claiming Priority (1)

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

Publications (1)

Publication Number Publication Date
NZ593844A true NZ593844A (en) 2012-09-28

Family

ID=46883043

Family Applications (1)

Application Number Title Priority Date Filing Date
NZ593844A NZ593844A (en) 2011-06-01 2011-06-30 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)

Cited By (1)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN109615773A (zh) * 2018-10-16 2019-04-12 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

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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
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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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
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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
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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
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Cited By (2)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN109615773A (zh) * 2018-10-16 2019-04-12 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
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

Also Published As

Publication number Publication date
JP2012252680A (ja) 2012-12-20
ZA201104694B (en) 2013-02-27
CA2744584A1 (en) 2012-12-01
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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