System for calculating model option settlement prices

Details System for calculating model option settlement prices System for calculating model option settlement prices

2011-03-15

2011-03-15

Borlinghaus, Jason M (Department: 3693)

Data processing: financial, business practice, management, or co

Automated electrical financial or business practice or...

Finance

C705S037000, C705S03600T

Reexamination Certificate

active

07908195

ABSTRACT:
A computer implemented system for calculating a cash settlement price for a Model Option Contract, an option contract that confers a contractual right that enables the option holder to force delivery of a cash settlement price that is determined by using a settlement price determination methodology that is specified in the option contract which includes a description of an option pricing model and the input values that will be used to run the option pricing model and determine the contract's cash settlement price.

REFERENCES:
patent: 7024384 (2006-04-01), Daughtery, III
patent: 7065475 (2006-06-01), Brundobler
patent: 2002/0010670 (2002-01-01), Mosler et al.
patent: 2003/0154153 (2003-08-01), Steidlmayer et al.
patent: 2003/0225657 (2003-12-01), Whaley et al.
patent: 2007/0255635 (2007-11-01), Multer et al.

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