Patents by Inventor Keith Anguish

Keith 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).

  • Valuation of Derivative Products
    Publication number: 20150161731
    Abstract: Disclosed are a method, apparatus, and computer-readable medium for determining the value of a derivative product over nonconsecutive periods. The derivative product may be an interest rate swap product, which, when exchanged traded, normally is valued on a mark-to-market basis over consecutive periods. The product may be valued using swap value factors and settlement values according to the methodology disclosed herein.
    Type: Application
    Filed: February 20, 2015
    Publication date: June 11, 2015
    Inventors: Suneel Iyer, Keith Anguish, Moody Hadi, Ketan Patel
  • METHODS AND SYSTEMS FOR INTER-ACCOUNT MARGIN OPTIMIZATION
    Publication number: 20140081820
    Abstract: The disclosed embodiments relate to reducing, minimizing or otherwise optimizing margin requirements for a trader having both an interest rate (IR) futures and over-the-counter (OTC) interest rate swaps (IRS) accounts by efficiently allocating IR futures across both accounts.
    Type: Application
    Filed: May 10, 2013
    Publication date: March 20, 2014
    Inventors: Corey Farabi, Chad Voegele, Matt Simpson, Keith A. Anguish, Steve Ishmael, Dmitriy Glinberg, Igor Zolotarev, Rafet Evren Baysal, Jingbin Yin, Ziyi Wang
  • VALUATION OF DERIVATIVE PRODUCTS
    Publication number: 20120246056
    Abstract: Disclosed are a method, apparatus, and computer-readable medium for determining the value of a derivative product over nonconsecutive periods. The derivative product may be an interest rate swap product, which, when exchanged traded, normally is valued on a mark-to-market basis over consecutive periods. The product may be valued using swap value factors and settlement values according to the methodology disclosed herein.
    Type: Application
    Filed: June 6, 2012
    Publication date: September 27, 2012
    Applicant: CHICAGO MERCANTILE EXCHANGE INC.
    Inventors: Suneel Iyer, Keith Anguish, Moody Hadi, Ketan Patel
  • Valuation of derivative products
    Patent number: 8219472
    Abstract: Disclosed are a method, apparatus, and computer-readable medium for determining the value of a derivative product over nonconsecutive periods. The derivative product may be an interest rate swap product, which, when exchanged traded, normally is valued on a mark-to-market basis over consecutive periods. The product may be valued using swap value factors and settlement values according to the methodology disclosed herein.
    Type: Grant
    Filed: October 29, 2008
    Date of Patent: July 10, 2012
    Assignee: Chicago Mercantile Exchange, Inc.
    Inventors: Suneel Iyer, Keith Anguish, Moody Hadi, Ketan Patel
  • Factorization of interest rate swap variation
    Patent number: 8024255
    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: Grant
    Filed: December 4, 2007
    Date of Patent: September 20, 2011
    Assignee: Chicago Mercantile Exchange, Inc.
    Inventors: Keith A. Anguish, Sunil K. Cutinho, Dmitriy Glinberg, Suneel Iyer, Dale Michaels, Ketan B. Patel
  • VALUATION OF DERIVATIVE PRODUCTS
    Publication number: 20100106633
    Abstract: Disclosed are a method, apparatus, and computer-readable medium for determining the value of a derivative product over nonconsecutive periods. The derivative product may be an interest rate swap product, which, when exchanged traded, normally is valued on a mark-to-market basis over consecutive periods. The product may be valued using swap value factors and settlement values according to the methodology disclosed herein.
    Type: Application
    Filed: October 29, 2008
    Publication date: April 29, 2010
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Suneel Iyer, Keith Anguish, Moody Hadi, Ketan Patel