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Methods operated by computer to determine the present value of a futures contract for a commodity to provide trade in futures contracts and for carbon financial instruments and the index of carbon market

机译:计算机操作的方法,用于确定商品期货合约的现值以提供期货合约交易以及碳金融工具和碳市场指数

摘要

Methods operated by computer to determine the present value of a futures contract for a commodity to provide trade in futures contracts and for carbon financial instruments and the index of carbon market. The present invention is directed to a method operated by computer to determine the present value of a futures contract for a commodity.The method includes selecting an expiration date for the futures contract, calculate a customized factor interest rate based on the interest rates of inspected from a plurality of lending institutions and implement customized factor interest rate to the price of the contract To determine the present value of the future.
机译:计算机操作的方法,用于确定用于提供期货合约交易的商品以及碳金融工具和碳市场指数的期货合约的现值。本发明涉及一种由计算机操作以确定商品的期货合约的现值的方法。该方法包括选择期货合约的到期日,基于所检查的利率计算定制的因子利率。多个贷款机构并根据合同价格实施定制的因子利率,以确定未来的现值。

著录项

  • 公开/公告号BRPI0707553A2

    专利类型

  • 公开/公告日2011-05-10

    原文格式PDF

  • 申请/专利权人 CHICAGO CLIMATE EXCHANGE INC.;

    申请/专利号BR2007PI07553

  • 发明设计人 RICHARD SANDOR;MICHAEL WALSH;

    申请日2007-02-07

  • 分类号G06Q40/02;

  • 国家 BR

  • 入库时间 2022-08-21 18:07:08

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