1
Moody Hadi
Suneel Iyer, Moody Hadi, Ketan Patel: Evaluation and adjustment of settlement value curves. Chicago Mercantile Exchange, Banner & Witcoff, October 2, 2012: US08280804

Disclosed is a method that is useful in connection with providing discount factors for an exchange-traded mark-to-market derivative product that has a variable tick rate, such as an interest rate swap product. In some embodiments, the method includes providing a series of consecutive settlement valu ...


2
Moody Hadi
Suneel Iyer, Moody Hadi, Ketan Patel: Evaluation and adjustment of settlement value curves. Chicago Mercantile Exchange, Banner & Witcoff, November 15, 2011: US08060425

Disclosed is a method that is useful in connection with providing discount factors for an exchange-traded mark-to-market derivative product that has a variable tick rate, such as an interest rate swap product. In some embodiments, the method includes providing a series of consecutive settlement valu ...


3
Moody Hadi
Muhammed Hadi, Ketan Patel: Weather derivative volatility surface estimation. Chicago Mercantile Exchange, Banner & Witcoff, October 23, 2012: US08296210

Systems and methods are provided for determining the volatility of weather derivative option contracts. Volatility levels are initially determined with conventional methods. Unreliable volatility levels are then replaced with futures contracts volatility levels. If the futures contracts volatility l ...


4
Moody Hadi
Muhammed Hadi, Ketan Patel: Weather derivative volatility surface estimation. Chicago Mercantile Exchange, Banner & Witcoff, September 17, 2013: US08538851

Systems and methods are provided for determining the volatility of weather derivative option contracts. Volatility levels are initially determined with conventional methods. Unreliable volatility levels are then replaced with futures contracts volatility levels. If the futures contracts volatility l ...


5
Moody Hadi
Suneel Iyer, Moody Hadi, Amy McCormick, Katen Patel, Ankeet Dedhia: Clearing system that determines margin requirements for financial portfolios. Chicago Mercantile Exchange, Banner & Witcoff, December 11, 2012: US08332301

Methods, systems and apparatuses are described for calculating a performance bond amount for a portfolio including interest rate swaps. A risk calculation module (or risk processor) may assist in the calculation. In some examples, values, such as swap (DV01) dollar values and volatility values, and ...


6
Moody Hadi
Suneel Iyer, Moody Hadi, Amy McCormick, Ketan Patel, Ankeet Dedhia: Clearing system that determines margin requirements for financial portfolios. Chicago Mercantile Exchange, Banner & Witcoff, August 7, 2012: US08239308

Methods, systems and apparatuses are described for calculating a performance bond amount for a portfolio including interest rate swaps. A risk calculation module (or risk processor) may assist in the calculation. In some examples, values, such as swap (DV01) dollar values and volatility values, and ...


7
Moody Hadi
Suneel Iyer, Keith Anguish, Moody Hadi, Ketan Patel: Valuation of derivative products. Chicago Mercantile Exchange, Banner & Witcoff, Attorneys For Client No 006119, April 29, 2010: US20100106633-A1

Disclosed are a method, apparatus, and computer-readable medium for determining the value of a derivative product over nonconsecutive periods. The derivative product may be an interest rate swap product, which, when exchanged traded, normally is valued on a mark-to-market basis over consecutive peri ...


8
Moody Hadi
Kevin Fallon, Ketan Patel, Moody Hadi, Suneel Iyer, Stephane Rio: Settlement pricing for centrally cleared swaps. Chicago Mercantile Exchange, Banner & Witcoff, Attorneys For Client No 006119, October 1, 2009: US20090248564-A1

Methods are provided to determine a settlement price for an over-the-counter exchange traded financial instrument. The method includes receiving swap curves from a plurality of market makers and identifying missing data points in the curves. A repair mode may be determined for curves identified as m ...


9
Moody Hadi
Suneel Iyer, Moody Hadi, Ketan Patel: Evaluation and adjustment of settlement value curves. Chicago Mercantile Exchange, Banner & Witcoff, Attorneys For Client No 006119, June 10, 2010: US20100145841-A1

Disclosed is a method that is useful in connection with providing discount factors for an exchange-traded mark-to-market derivative product that has a variable tick rate, such as an interest rate swap product. In some embodiments, the method includes providing a series of consecutive settlement valu ...


10
Moody Hadi
Muhammed Hadi, Ketan Patel: Weather derivative volatility surface estimation. Chicago Mercantile Exchange, Banner & Witcoff, Attorneys For Client No 006119, February 18, 2010: US20100042550-A1

Systems and methods are provided for determining the volatility of weather derivative option contracts. Volatility levels are initially determined with conventional methods. Unreliable volatility levels are then replaced with futures contracts volatility levels. If the futures contracts volatility l ...



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