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Systems, Methods, and Computer Program Products for Creation and Trading of Enhanced Bonds

  • US 20110196772A1
  • Filed: 02/09/2010
  • Published: 08/11/2011
  • Est. Priority Date: 02/09/2010
  • Status: Abandoned Application
First Claim
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1. A method comprising:

  • calculating, by one or more computing devices, a price and yield for an enhanced bond;

    calculating, by the one or more computing devices, an original issue discount price and yield for an exchangeable bond based on the enhanced bond and a total cost of a credit default swap contract;

    calculating, by the one or more computing devices, a rate of exchange based on receipt of the exchangeable bond and the credit default swap contract in exchange for tender of the enhanced bond; and

    publishing, by the one or more computing devices, the rate of exchange.

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