Patents by Inventor Keith Alan Anguish

Keith Alan Anguish 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).

  • FACTORIZATION OF INTEREST RATE SWAP VARIATION
    Publication number: 20110307369
    Abstract: Methods are described for processing and clearing derivative products such as interest rate swaps (IRSs). A swap value factor (SVF) may be generated to calculate the mark-to-market value of an IRS. The SVF may be a function of interest rates derived from a yield curve. Cash flow may be generated between the buyer and the seller to reflect the change in the market price of the derivative, i.e., the mark-to-market process. The results of a cleared swap may be used to determine or alter the margin deposit required by the buyer or seller.
    Type: Application
    Filed: August 19, 2011
    Publication date: December 15, 2011
    Applicant: CHICAGO MERCANTILE EXCHANGE, INC.
    Inventors: Keith Alan Anguish, Sunil Kiran Cutinho, Dmitriy Glinberg, Suneel Iyer, Dale Michaels, Ketan B. Patel
  • FACTORIZATION OF INTEREST RATE SWAP VARIATION
    Publication number: 20080249958
    Abstract: Methods are described for processing and clearing derivative products such as interest rate swaps (IRSs). A swap value factor (SVF) may be generated to calculate the mark-to-market value of an IRS. The SVF may be a function of interest rates derived from a yield curve. Cash flow may be generated between the buyer and the seller to reflect the change in the market price of the derivative, i.e., the mark-to-market process. The results of a cleared swap may be used to determine or alter the margin deposit required by the buyer or seller.
    Type: Application
    Filed: December 4, 2007
    Publication date: October 9, 2008
    Applicant: Chicago Mercantile Exchange, Inc.
    Inventors: Keith Alan Anguish, Sunil Kiran Cutinho, Dmitriy Glinberg, Suneel Iyer, Dale Michaels, Ketan B. Patel