Efficient Pricing System with Product Interdependencies

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United States of America Patent

SERIAL NO

15052409

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Abstract

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Systems and methods are provided for efficiently determining prices of futures, spreads and swaps by considering product interdependencies. The disclosed systems and methods use interpolation, extrapolation and backward propagation to produce accurate results.

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Patent Owner(s)

Patent OwnerAddress
CHICAGO MERCANTILE EXCHANGE INC20 SOUTH WACKER DRIVE CHICAGO IL 60606

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Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Frost, Nataliya Glenview, US 2 11
Huang, Chenda Hoboken, US 3 0
Li, Sixiang Chicago, US 8 2
Liu, Shuo London, GB 108 187
Liu, Yingwen Brooklyn, US 4 7
Wang, Ziyi Chicago, US 67 1489
Weng, Jennifer Brooklyn, US 9 21
Xiang, Lingrui Chicago, US 2 11
Xythalis, Panagiotis Scotch Plains, US 24 32
Zou, Xianqing Jersey City, US 4 11

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