Invention Grant
US07930227B2 Method of evaluating an option spread 有权
评估期权价差的方法

  • Patent Title: Method of evaluating an option spread
  • Patent Title (中): 评估期权价差的方法
  • Application No.: US10788506
    Application Date: 2004-02-26
  • Publication No.: US07930227B2
    Publication Date: 2011-04-19
  • Inventor: David Wender
  • Applicant: David Wender
  • Agency: King & Spalding LLP
  • Agent Scott Kolassa; Joseph D. Eng, Jr.
  • Main IPC: G06Q40/00
  • IPC: G06Q40/00
Method of evaluating an option spread
Abstract:
The invention relates to a method for determining a type of option spread based upon options received from an input device. The method comprises receiving a sequence of options, comparing each option with each other option, assigning a quantity for each option, and determining a type of option spread based upon the comparison of each option with each other option and the assigned quantity of each option.
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