Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2011-06-07
2011-06-07
Kalinowski, Alexander (Department: 3691)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
Reexamination Certificate
active
07958036
ABSTRACT:
Systems and methods of generating metrics for volatility products are disclosed. According to various embodiments, the metric may use a carry of the volatility product and a volatility of the implied volatility to determine the metric. Through the metric, or carry quotient, global interest rate volatility may be searched to identify trades with attractive rolldown and carry characteristics.
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