Patents by Inventor Ivaylo D. Nikolov

Ivaylo D. Nikolov 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).

  • Margin Determination for Products Based on Currency Pairs
    Publication number: 20160055584
    Abstract: A performance bond contribution applicable to a holding in one or more products based on a currency pair may be determined, at least in part, based on volatility values and a volatility floor value. A performance bond contribution applicable to a holding in one or more products based on a third currency pair that includes first and third currencies may be determined using a series of rates. That series of rates may be created, at least in part, based on a series of rates applicable to a first currency pair that includes the first currency and a second currency and a series of rates applicable to a second currency pair that includes the third currency and the second currency. A performance bond contribution applicable to a product based on a pegged component currency pair may be determined using hypothetical portfolios.
    Type: Application
    Filed: November 3, 2015
    Publication date: February 25, 2016
    Inventors: Jingbin Yin, Ivaylo D. Nikolov, Jalpan Shah
  • Margin Determination for Products Based on Currency Pairs
    Publication number: 20140172746
    Abstract: A performance bond contribution applicable to a holding in one or more products based on a currency pair may be determined, at least in part, based on volatility values and a volatility floor value. A performance bond contribution applicable to a holding in one or more products based on a third currency pair that includes first and third currencies may be determined using a series of rates. That series of rates may be created, at least in part, based on a series of rates applicable to a first currency pair that includes the first currency and a second currency and a series of rates applicable to a second currency pair that includes the third currency and the second currency. A performance bond contribution applicable to a product based on a pegged component currency pair may be determined using hypothetical portfolios.
    Type: Application
    Filed: December 14, 2012
    Publication date: June 19, 2014
    Applicant: Chicago Mercantile Exchange, Inc.
    Inventors: Jingbin Yin, Ivaylo D. Nikolov, Jalpan Shah