Abstract: A set of indices is provided which allows accurate tracking of interest rate swap (IRS) markets. The indices are calculated using market data and synthetic purchasing and selling of synthetic interest rate swaps utilizing the present market data. The value of the synthetic interest rate swaps are the basis for the value of a particular index. The purchasing and selling of the synthetic interest rate swap occurs at a frequency to minimize effects of shortening terms on the index. One subset of the IRS indices reflects a plain-vanilla swap for a specific term of years. Another subset of the IRS indices reflects a spread between two specific terms of years. A third subset of the IRS indices reflect two spreads, sometimes referred to as a butterfly, between a middle term of years and a shorter term of years and the same middle term of years and a longer term of years.

Abstract: The present invention relates to a load cell operable with a vehicle having a chassis and a container carried by the chassis, with the load cell supported by the chassis and supporting the container for measuring the weight of the container and any load therein, and to a system having a plurality of these load cells on a vehicle, and to a method of executing weight measurements of loads in a container of a vehicle. The load cell includes a plurality of strain gauges and coupling elements in a floating mount configuration for coupling the load cell to the container and to the chassis in a dual shear beam loading configuration, while limited translational movement is permitted of the load cell relative to the container or the chassis. The load cell also has an electrical interface for receiving analog output data from the strain gauges, adaptively filtering this data and outputting a digital signal representative of the weight of the container and any load therein.