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US 2007/0192221 A1Published application
Present valuation of emission credit and allowance futures
OwnerRichard Sandor, Michael Walsh +1inventors
InventorsRichard Sandor, Michael Walsh, Murali Kanakasabai
Life of this patent
Estimating the term…
Abstract
The present invention is directed to a computer-operated method for determining the present value of a futures contract for a commodity. The method includes selecting an expiration date for the futures contract, calculating a customized interest rate factor based on interest rates surveyed from a plurality of lending institutions, and applying the customized interest rate factor to the futures contract price to determine the present value.
Claims21
A computer-operated method for determining the present value of a futures contract for a commodity, which comprises:
- selecting an expiration date for the futures contract;
- calculating a customized interest rate factor based on interest rates surveyed from a plurality of lending institutions;
- and
- applying the customized interest rate factor to the futures contract price to determine the present value.
1 more element
Dependencies are inferred from the claim text.