Abstract: A method for allocating margin of a credit default swap portfolio is provided. The method includes identifying a credit default swap portfolio maintained by a defaulting clearing firm, determining a defaulting margin for the portfolio, the defaulting margin being determined using a margin model; and allocating the defaulting margin to one or more non-defaulting clearing firms based on account margins for each of the non-defaulting clearing firms.

Abstract: Disclosed is a method that is useful in connection with providing discount factors for an exchange-traded mark-to-market derivative product that has a variable tick rate, such as an interest rate swap product. In some embodiments, the method includes providing a series of consecutive settlement values, which collectively represent a settlement value curve for the derivative product. The curve is evaluated by determining, for each consecutive pair of settlement values, whether the difference between the first settlement value in the pair and the second settlement value in the pair exceeds a threshold. The threshold represents the value at which a discount factor derived from said pair of settlement values, in conjunction with other parameters, would be negative. In other embodiments the disclosed invention encompasses an apparatus and a computer-readable medium.

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.

Abstract: Systems and methods are provided for determining the volatility of weather derivative option contracts. Volatility levels are initially determined with conventional methods. Unreliable volatility levels are then replaced with futures contracts volatility levels. If the futures contracts volatility levels are not available or appear unreliable, meteorological volatility levels are utilized. The data may be reduced to a three dimensional surface and used when determining margin account requirements.

Abstract: Methods are provided to determine a settlement price for an over-the-counter exchange traded financial instrument. The method includes receiving swap curves from a plurality of market makers and identifying missing data points in the curves. A repair mode may be determined for curves identified as missing data. The curves may be repaired based on the determined repair mode. The selected curves including the repaired curves may be blended together to derive a final settlement prices for each of a plurality of standardized centrally cleared swaps. The financial instruments may include Euro denominated interest rate swaps, U.S. denominated interest rate swaps, or OIS interest rate swaps.

Abstract: The disclosed embodiments utilize hedge ratios to determine the optimal hedge ratio and associated scanning spread. This tells traders what ratios of the quantities of products they should have in their portfolio in order to maintain the status of the portfolios as delta neutral, i.e. be delta hedged, and receive optimal margin credits therefore.

Abstract: Systems, processes and methods are described for converting over-the-counter derivative products such as interest rate swaps (IRSs) to standardized forward swaps, such as centrally cleared interest rate swaps. The value of each leg of the over-the counter swap may be determined and compared to a value of a corresponding leg of the forward swap. A mark-to-market value may be determined as the difference between the values.

Abstract: A method of liquidating defaulted positions associated with centrally cleared financial product is disclosed. The method includes identifying a defaulted position associated with a centrally cleared financial product, calculating a value differential between the defaulted position and a standard position, offering the value differential and the standard position to a party such that the value differential and the standard position represent a converted position, and settling the converted position upon acceptance of the offer by the party.

Abstract: A compound of the formula: is disclosed as an HIV protease inhibitor. Methods and compositions for inhibiting an HIV infection are also disclosed.

Abstract: A system and method for analyzing, administering and managing risk for portfolio including at least one product having substantially asymmetric risk exposures is disclosed. The system and method includes determining a first margin for a first position associated with a financial product, wherein the financial product represents an event having disparate risk positions, and determining a second margin for a second position associated with the financial product, wherein the second margin is related to the first margin as an exponential function. The system and method further include calculating a cash flow according to the first margin for the first position and the second margin for the second position.

Abstract: A new crystalline polymorph of ritonavir and methods for its use and preparation are disclosed.

Abstract: A new crystalline polymorph of ritonavir and methods for its use and preparation are disclosed.

Abstract: A new crystalline polymorph of ritonavir and methods for its use and preparation are disclosed.

Abstract: A new crystalline polymorph of ritonavir and methods for its use and preparation are disclosed.

Abstract: Systems for detection and compensation of modal dispersion in an optical fiber system including a multisegment photodetector coupled to an end of an optical fiber for detecting optical signals exiting the optical fiber and for converting the optical signals to an electrical output are provided. A representative multisegment photodetector includes a plurality of photodetector regions configured such that each of the plurality of photodetectors detects a portion of the plurality of optical signals exiting the end of the optical fiber and modifies the signal to reduce the affects of modal dispersion. Other systems are also provided.

Abstract: A system is described that includes a system for correcting modal dispersion and errors in an optical fiber system. The system includes a multisegment photodetector coupled to an end of an optical fiber for detecting optical signals exiting the optical fiber and for converting the optical signals to an electrical output, the multisegment photodetector including a plurality of photodetector regions configured such that one of the plurality of photodetectors regions intercepts a mode in a manner distinct from another of the plurality of photodetectors. The system also includes logic configured to receive a resultant signal output from the photodetector regions and provide forward error correction decoding of the resultant signal.

Abstract: A new crystalline polymorph of ritonavir and methods for its use and preparation are disclosed.

Abstract: A system is described that includes a system for correcting modal dispersion and errors in an optical fiber system. The system includes a multisegment photodetector coupled to an end of an optical fiber for detecting optical signals exiting the optical fiber and for converting the optical signals to an electrical output, the multisegment photodetector including a plurality of photodetector regions configured such that one of the plurality of photodetectors regions intercepts a mode in a manner distinct from another of the plurality of photodetectors. The system also includes logic configured to receive a resultant signal output from the photodetector regions and provide forward error correction decoding of the resultant signal.

Abstract: Methods for detecting and compensating for multiple optical signals produced in a multi-mode fiber system are provided. A representative method includes detecting a plurality of optical signals radiating from an end of the multi-mode fiber by a multisegment photodetector having different detector regions that detect different portions of the plurality of optical signals, and modifying detected signal by the multisegment photodetector to reduce the affects of modal dispersion among the plurality of optical signals. Other methods also are provided.

Abstract: Systems for detection and compensation of modal dispersion in an optical fiber system including a multisegment photodetector coupled to an end of an optical fiber for detecting optical signals exiting the optical fiber and for converting the optical signals to an electrical output are provided. A representative multisegment photodetector includes a plurality of photodetector regions configured such that each of the plurality of photodetectors detects a portion of the plurality of optical signals exiting the end of the optical fiber and modifies the signal to reduce the affects of modal dispersion.