Financial data processor system and method for implementing equity-credit linked investment vehicles
First Claim
1. In combination in a system for managing plural investment vehicles corresponding to a generic structured equity linked note with selectively defined credit risk, said system comprising a note manager processor for tracking issuance maturity and select credit events and processing information relating to corresponding agreements from a call option swap, an interest rate swap and a credit default swap with select counter-parties.
3 Assignments
0 Petitions
Accused Products
Abstract
A novel investment vehicle comprises a synthetic corporate exchangeable note linked to the equity return and credit of select third parties. A computer system creates, tracks and implements the investment vehicle in accord with program-controlled processing. A highly flexible, cost-efficient security is created having enhanced risk/return characteristics.
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Citations
1 Claim
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1. In combination in a system for managing plural investment vehicles corresponding to a generic structured equity linked note with selectively defined credit risk, said system comprising a note manager processor for tracking issuance maturity and select credit events and processing information relating to corresponding agreements from a call option swap, an interest rate swap and a credit default swap with select counter-parties.
Specification
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- Resources
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Current AssigneeBarclays Capital Incorporated (Barclays PLC)
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Original AssigneeBarclays Capital Incorporated (Barclays PLC)
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InventorsGlicksman, Eric, Gzouli, Omar, Ding, Yidong, Papadakis, Spyros
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Granted Patent
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Time in Patent OfficeDays
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Field of Search
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US Class Current705/38
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CPC Class CodesG06Q 40/03 Credit; Loans; Processing t...G06Q 40/08 Insurance
