Title:
METHOD AND SYSTEMS FOR ADVANCED SPREAD PRICE CALCULATION
Document Type and Number:
WIPO Patent Application WO/2014/085423
Kind Code:
A3
Abstract:
Methods and systems for advanced spread price calculation are disclosed. An example method to calculate a spread price includes receiving a trading spread including a plurality of legs, wherein each leg of the plurality of legs is associated with a tradeable object. The example method includes facilitating a definition of a mathematic equation that describes a relationship between each of the plurality of legs based on at least two parameters relating the plurality of legs to the spread price. The example method includes calculating the spread price based on the defined mathematic equation.
Inventors:
SHAFFER JASON (US)
MINTZ SAGY PUNDAK (US)
MINTZ SAGY PUNDAK (US)
Application Number:
PCT/US2013/071946
Publication Date:
August 07, 2014
Filing Date:
November 26, 2013
Export Citation:
Assignee:
TRADING TECHNOLOGIES INT INC (US)
International Classes:
G06Q40/04
Foreign References:
| US20110040669A1 | 2011-02-17 |
Attorney, Agent or Firm:
REIFMAN, Nicole, E. (300 South Wacker DriveSuite 320, Chicago IL, US)
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