Patents by Inventor Lee Stephen Phillips

Lee Stephen Phillips 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).

  • METHODS AND SYSTEMS FOR PROVIDING SWAP INDICES
    Publication number: 20110004568
    Abstract: Zero-coupon swap indices are provided for tracking characteristics of nominal, inflation-linked liabilities and other aspects of swaps. A zero-coupon nominal swap index is based on a portfolio of assets consisting of a cash investment at a reference rate combined with a zero-coupon swap, where periodic payments can be exchanged for a single fixed cash flow at maturity. A zero-coupon inflation swap index is based on a portfolio of investments in a zero-coupon inflation swap, a zero-coupon nominal swap and cash invested at a reference rate. Periodic payments on the cash investment can be exchanged, in a zero-coupon nominal swap transaction, for a single fixed payment at maturity.
    Type: Application
    Filed: July 6, 2010
    Publication date: January 6, 2011
    Applicant: BARCLAYS CAPITAL INC.
    Inventors: Lee Stephen Phillips, Albert Desclée
  • Methods and Systems for Providing Swap Indices
    Publication number: 20080071701
    Abstract: Zero-coupon swap indices are provided for tracking characteristics of nominal, inflation-linked liabilities and other aspects of swaps. A zero-coupon nominal swap index is based on a portfolio of assets consisting of a cash investment at a reference rate combined with a zero-coupon swap, where periodic payments can be exchanged for a single fixed cash flow at maturity. A zero-coupon inflation swap index is based on a portfolio of investments in a zero-coupon inflation swap, a zero-coupon nominal swap and cash invested at a reference rate. Periodic payments on the cash investment can be exchanged, in a zero-coupon nominal swap transaction, for a single fixed payment at maturity.
    Type: Application
    Filed: September 13, 2007
    Publication date: March 20, 2008
    Applicant: Lehman Brothers Inc.
    Inventors: Lee Stephen Phillips, Albert Desclee