Abstract: Reconfigurable nonlinear frequency conversion waveguide chip based on Mach-Zehnder interferometer coupled micro-ring, the method is based on the integration of waveguide components of phase-adjustable Mach-Zehnder interferometers (MZI) and micro-ring resonators. The chip is illustrated by FIG. 1. The MZI couples light and photons into and output of the micro-ring resonator and controls the micorings' quality factor thus optimize the nonlinear frequency conversion processes inside the ring by the phase-modulator inside the MZI. The micro-ring resonator enables the nonlinear optical generation of new frequency light beams and quantum light sources based on the second-order or third-order nonlinear optical process. Other optical waveguide components in region I and III of FIG. 1 are linear optical circuits for power splitting of pump beams and post-process of generated light beams or photons.

Abstract: Reconfigurable nonlinear frequency conversion waveguide chip based on Mach-Zehnder interferometer coupled micro-ring, the method is based on the integration of waveguide components of phase-adjustable Mach-Zehnder interferometers (MZI) and micro-ring resonators. The chip is illustrated by FIG. 1. The MZI couples light and photons into and output of the micro-ring resonator and controls the micorings' quality factor thus optimize the nonlinear frequency conversion processes inside the ring by the phase-modulator inside the MZI. The micro-ring resonator enables the nonlinear optical generation of new frequency light beams and quantum light sources based on the second-order or third-order nonlinear optical process. Other optical waveguide components in region I and III of FIG. 1 are linear optical circuits for power splitting of pump beams and post-process of generated light beams or photons.

Abstract: A method and system are disclosed for more efficiently constructing a volatility surface. The methodology results in measurable reduction in the quantity of storage memory space needed on a computer executing the novel methodology, reduces the measurable, on-demand computational load on the processor(s) of a computer executing the novel methodology, and permits as-of-day calculations of the volatility surface that were previously impossible to obtain in near real-time.

Abstract: A method and system are disclosed for more efficiently constructing a volatility surface. The methodology results in measurable reduction in the quantity of storage memory space needed on a computer executing the novel methodology, reduces the measurable, on-demand computational load on the processor(s) of a computer executing the novel methodology, and also permits as-of-day calculations of the volatility surface that were previously impossible to obtain in near real-time.

Abstract: Systems and methods are provided for efficiently determining prices of futures, spreads and swaps by considering product interdependencies. The disclosed systems and methods use interpolation, extrapolation and backward propagation to produce accurate results.

Abstract: A method and system are disclosed for more efficiently constructing a volatility surface. The methodology results in measurable reduction in the quantity of storage memory space needed on a computer executing the novel methodology, reduces the measurable, on-demand computational load on the processor(s) of a computer executing the novel methodology, and also permits as-of-day calculations of the volatility surface that were previously impossible to obtain in near real-time.