Batch processing method and system
AssigneeTorc Technologies, LLC
InventorsGary Anderson, Robert Bergelson
Life of this patent
Estimating the term…
Abstract
A method, computer program product, and client computer for processing, for each of the plurality of option sets, a group of initial data points, such that each initial data point includes a strike price coordinate and a volatility coordinate. A best-fit curve is generated, on a single Cartesian plane and for each of the plurality of option sets, that is based, at least in part, upon two or more of the initial data points included within the respective group. Each best-fit curve defines a plurality of best-fit data points. Each best-fit data point includes a strike price coordinate and a volatility coordinate.
Claims36
A method of batch processing a plurality of option sets comprising:
- processing, for each of the plurality of option sets, a group of initial data points, wherein each initial data point includes a strike price coordinate and a volatility coordinate;
- and
- generating, on a single Cartesian plane and for each of the plurality of option sets, a best-fit curve based, at least in part, upon two or more of the initial data points included within the respective group, wherein each best-fit curve defines a plurality of best-fit data points, and wherein each best-fit data point includes a strike price coordinate and a volatility coordinate.
A computer program product residing on a computer readable medium having a plurality of instructions stored thereon which, when executed by a processor, cause the processor to perform operations comprising:
- processing, for each of the plurality of option sets, a group of initial data points, wherein each initial data point includes a strike price coordinate and a volatility coordinate;
- and
- generating, on a single Cartesian plane and for each of the plurality of option sets, a best-fit curve based, at least in part, upon two or more of the initial data points included within the respective group, wherein each best-fit curve defines a plurality of best-fit data points, and wherein each best-fit data point includes a strike price coordinate and a volatility coordinate.
A client computer configured to perform operations comprising:
- processing, for each of the plurality of option sets, a group of initial data points, wherein each initial data point includes a strike price coordinate and a volatility coordinate;
- and
- generating, on a single Cartesian plane and for each of the plurality of option sets, a best-fit curve based, at least in part, upon two or more of the initial data points included within the respective group, wherein each best-fit curve defines a plurality of best-fit data points, and wherein each best-fit data point includes a strike price coordinate and a volatility coordinate.
Dependencies are inferred from the claim text.