Patents by Inventor Vikas Shilpiekandula

Vikas Shilpiekandula 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 hybrid ARM indices
    Patent number: 7966252
    Abstract: In at least one aspect, the invention comprises constructing one or more hybrid adjustable rate mortgage aggregates based on one or more of: agency, program, coupon, and origination year; for each of one or more of the aggregates, constructing one or more sub-aggregates based on one or more of: rate-index, capitalization structure, and existence of interest-only feature; mapping pools of adjustable rate mortgages to the aggregates and sub-aggregates; constructing an index based on the mapping; and pricing the index.
    Type: Grant
    Filed: September 28, 2006
    Date of Patent: June 21, 2011
    Assignee: Barclays Capital Inc.
    Inventors: Vikas Shilpiekandula, Andrew Hochherr Miller
  • Hybrid arm index
    Publication number: 20070078743
    Abstract: In at least one aspect, the invention comprises constructing one or more hybrid adjustable rate mortgage aggregates based on one or more of: agency, program, coupon, and origination year; for each of one or more of the aggregates, constructing one or more sub-aggregates based on one or more of: rate-index, capitalization structure, and existence of interest-only feature; mapping pools of adjustable rate mortgages to the aggregates and sub-aggregates; constructing an index based on the mapping; and pricing the index.
    Type: Application
    Filed: September 28, 2006
    Publication date: April 5, 2007
    Applicant: Lehman Brothers Inc.
    Inventors: Vikas Shilpiekandula, Andrew Miller