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Derivative instruments trading methods and systems, as well as based on this to create a public debt volatility index

机译:衍生工具交易方法和系统,以及以此为基础的公共债务波动指数

摘要

Computer system for calculating the bonds volatility index includes a memory configured to store at least one program, and at least one processor communicatively coupled to the memory, at least one program at least when executed by one processor, at least one processor receives the data about the options for bonds derivatives, using data about the options for public debt derivatives, to calculate the bonds volatility index, and transmits the data relating to bonds volatility index .FIELD 1
机译:用于计算债券波动率指数的计算机系统包括:存储器,被配置为存储至少一个程序;以及至少一个处理器,该至少一个处理器通信地耦合到该存储器;至少一个程序,至少当由一个处理器执行时,至少一个处理器接收关于债券衍生工具期权,使用有关公共债务衍生工具期权的数据,计算债券波动率指数,并传输与债券波动率指数有关的数据。FIELD 1

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