Systems and Methods for Processing Pricing Data
AssigneeLehman Brothers Inc.
InventorsDavid Isaac Tazartes, Yukun Gou, Liam Hudson, Martin Zinkin
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AssigneeLehman Brothers Inc.
InventorsDavid Isaac Tazartes, Yukun Gou, Liam Hudson, Martin Zinkin
Estimating the term…
Processing pricing data can be provided by receiving first data associating a first price source, a first market condition, and an instrument; receiving second data from at least one of a plurality of price sources, the second data comprising a first price quote for the instrument; determining that the at least one of the plurality of price sources matches the first price source; and generating a second price quote for the instrument based on the second data. Time data may be used for synchronizing the first data and the second data. The first price source may be changed to a second price source and/or the first market condition may be changed to a second market condition; and a third price quote generated for the instrument based on the associated second price source. Cached data may be used for processing the pricing data.
A method comprising:
A system comprising:
Software stored on a computer readable medium, comprising:
Dependencies are inferred from the claim text.