IMPLIED SPREAD TRADING SYSTEM

IMPLIED SPREAD TRADING SYSTEM

Systems and methods are provided for creating and processing implied spread products that include one or more legs having nonstandard tick levels. One or more multiple financial instrument legs consist of underlying financial instruments (302, 304, 306 and 308) that have standard tick levels and res...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: FARRELL, JAMES, W, KRAUSE, JAMES, R
Format: Patent
Sprache:eng ; fre
Schlagworte:
CALCULATING
COMPUTING
COUNTING
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES
PHYSICS
SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung:Systems and methods are provided for creating and processing implied spread products that include one or more legs having nonstandard tick levels. One or more multiple financial instrument legs consist of underlying financial instruments (302, 304, 306 and 308) that have standard tick levels and result in the leg(s) having a nonstandard tick level. The use of underlying financial instruments that have standard tick levels facilitates the linking of spread product markets to markets for the underlying financial instruments. L'invention concerne des systèmes et des procédés pour créer et traiter des produits sur écarts implicites comprenant une ou plusieurs branches dont les échelons de cotations ne sont pas standard. Une ou plusieurs branches d'instruments financiers multiples consistent en des instruments financiers sous-jacents (302, 304, 306 et 308) à échelons de cotations standard, pour obtenir une ou des branches à échelons de cotations non standard. L'utilisation d'instruments financiers sous-jacents à échelons de cotations standard facilite le raccordement de marchés de produits sur écarts à des marchés pour les instruments financiers sous-jacents.