Patents by Inventor Gerald P. Lawlor

Gerald P. Lawlor has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Systems and methods for swap contracts management with a discount curve feedback loop
    Patent number: 8190503
    Abstract: A method, system, apparatus and media are directed to managing trading of financial instruments with a clearinghouse as a counter-party to trades. A plurality of inputs that includes trade data for trades executed using the computer system is received. A discount curve for projected prices of a swap contract over time based on the received plurality of inputs is determined in real-time. A swap contract price is valued based on the determined discount curve. A margin requirement is determined for a user who wishes to trade or hold a position in the swap contract in the user's account based on the swap contract price. Data about a trade of the swap contract that is executed within the computer system is incorporated into the trade data used for determining the discount curve to provide a feedback loop into the real-time determination of the discount curve.
    Type: Grant
    Filed: December 9, 2010
    Date of Patent: May 29, 2012
    Assignee: International Derivatives Clearing Group, LLC
    Inventors: Thomas Green, Garry O'Connor, Michael Dundon, John Shay, Gerald P. Lawlor
  • SYSTEMS AND METHODS FOR SWAP CONTRACTS MANAGEMENT WITH A DISCOUNT CURVE FEEDBACK LOOP
    Publication number: 20110153521
    Abstract: A method, system, apparatus and media are directed to managing trading of financial instruments with a clearinghouse as a counter-party to trades. A plurality of inputs that includes trade data for trades executed using the computer system is received. A discount curve for projected prices of a swap contract over time based on the received plurality of inputs is determined in real-time. A swap contract price is valued based on the determined discount curve. A margin requirement is determined for a user who wishes to trade or hold a position in the swap contract in the user's account based on the swap contract price. Data about a trade of the swap contract that is executed within the computer system is incorporated into the trade data used for determining the discount curve to provide a feedback loop into the real-time determination of the discount curve.
    Type: Application
    Filed: December 9, 2010
    Publication date: June 23, 2011
    Inventors: Thomas Green, Garry O'Connor, Michael Dundon, John Shay, Gerald P. Lawlor