55 results about "Price differential" patented technology

A computer implemented method determines a settlement price for a constituent contract of a plurality of spread instruments. The method includes obtaining market data indicative of bid-offer values for the plurality of spread instruments, generating synthetic market data for the constituent contract based on the bid-offer values and based on a respective settlement price for an active contract of each spread instrument of the plurality of spread instruments, determining boundary constraints on the settlement price for the constituent contract based on the synthetic market data, and computing the settlement price for the constituent contract based on the boundary constraints.

A method for providing a bid price and/or an offer price of an option relating to an underlying asset, the method including the steps of receiving first input data corresponding to a plurality of parameters defining the option, receiving second input data corresponding to a plurality of current market conditions relating to the underlying value, computing a corrected theoretical value (CTV) of the option based on the first and second input data, computing a bid/offer spread of the option based on the first and input data, computing a bid price and/or an offer price of the option based on the corrected TV and the bid/offer spread, and providing an output corresponding to the bid price and/or the offer price of said option.

The invention provides a computer network system and a method of using the system to influence consumer retail store shopping behavior by offering a consumer an incentive to shop at first retail store if data analysis indicates that the consumer is likely to shop at a store competing for the consumer's business. The invention also provides means for determining the value and conditions imposed upon the consumer receiving the incentive offered based upon data indicating the differential value to the consumer in shopping at the competing retail store instead of the first retail store and data indicating the value to the first retail store of the consumer's anticipated purchase, if that purchase is made from the first retail store.

A method and system for providing dynamic display of electronic trading information for trading spreads. The method and system allow spreads to be automatically inputted, executed and monitored on one or more trading exchanges. The method and system also allows inputting and monitoring of the spreads from one or more graphical windows on a graphical user interface. The method and system provide automatic generation of one or more legs of an automatic spread and automatic readjustment of desired market limit prices using one or more pre-determined spread trading factors and market depth information to maintain the desired price differential for the automatic spread.

An index-linked insurance product having an annual guarantee is implemented having a maximized hedged investment budget. A net premium payment is allocated to a fixed income investment and an annual fixed income yield is projected. The maximized hedged investment budget is determined by deducting from the projected annual fixed income a product spread and an estimated cost of the annual guarantee. The deducted estimated cost of the annual guarantee is allocated to a risk fund. The maximized hedged investment budget is allocated to a hedged investment designed to generate proceeds for supporting index-linked earnings credited to the index-linked insurance product. Upon expiration of the product term, if the amount credited based on the index-linked earnings does not equal to at least the compounded annual guarantee, the amount credited is increased to be equal to the compounded annual guarantee. The increased credit may be supported using funds from the risk fund and other reserves if necessary.

A system and method for allowing market participants to evaluate the likelihood of finding hidden volume. The model can predict hidden volume and assess the probability that a market order will be executed within the spread and better than the mid-quote. The cost per immediate execution can be assessed.

A method and system for providing dynamic display of electronic trading information for trading risk-controlled spreads. The method and system allow spreads to be automatically inputted, executed, monitored and managed via plural different risk controls on one or more trading exchanges. The method and system provide automatic readjustment of desired market limit prices using one or more pre-determined spread trading risk factors and market depth information to maintain a desired price differential and a desired risk level for the automatic risk-controlled spread.

A method and system for providing dynamic display of electronic trading information for trading spreads. The method and system allow pre-determined and trader defined spreads to be input and one or more trades for the spreads to be automatically executed on one or more trading exchanges. The method and system also allows monitoring of the spreads from one or more graphical windows on a graphical user interface.

A method, system and programmed medium for use by buyers and sellers in the trading of a security. All transactions will involve only cash. The system provides an electronic marketplace in which only customers are involved in any trade. Brokers, specialists, market makers, and stock transfer agents are not required. In this electronic marketplace system, customers have a direct connection to the securities market. Shares representative of underlying securities are traded, and ownership of the underlying security is not taken. In each transaction, a transaction number is generated to code price, volume, date, owner and other information, and a processor uses the transaction record to reconcile accounts in an accounts database. Due to efficiency of the system, transaction costs in this system may be set near or at zero, depending on the commission fee set by the system. If desired, the spread between bid and asked prices may be eliminated.

A computer-implemented method of vending air travel services comprises determining a plurality of published fares each associated with a respective one of a plurality of root booking classes, said published fares being applicable to the purchase of air travel at a root service level. The method further comprises determining a plurality of derived fares each associated with a respective equivalent booking class that is one of the root booking classes, said derived fares being applicable to the purchase of air travel at a non-root service level, the derived fare for which the equivalent booking class is a particular one of the root booking classes being computed from the published fare associated with the particular one of the root booking classes by applying a price differential that is common across multiple ones of the root booking classes. The method further comprises offering the sale of air travel at a plurality of price points that includes at least a first one of the published fares and at least a first one of the derived fares, wherein the equivalent booking class associated with said first one of the derived fares corresponds to the root booking class associated with said first one of the published fares.

Systems and methods are provided to control gaming in electronic trading markets. These systems and methods alleviate the problem of a seller or buyer trying to act on a trader's original bid or offer only to trade at an unfavorable level after the trader changes the bid or offer. A pricing method suspends trading for a period of time if a price difference between two bids or offers by the same trader is too great. A timing method prevents a trader from canceling or replacing a bid or offer for a period of time. These methods provide a more fair and efficient way of executing electronic trades.

Systems and methods are disclosed for evaluating a transaction concluded at a POS (point of sale) device. Prices for competitive retail stores within a geographic region of the POS may be evaluated after concluding a transaction. Price differences between items and corresponding prices in the third party data are identified. Where the purchase price exceeds the corresponding third-party price, a credit is assigned to the customer, such as in the form of a gift card or code that may be redeemed in a subsequent transaction. Credits may also be assigned to a debit card associated with a user, either with or without applying some multiplier. A credit may be applied to an online transaction of the user. Based on the use of the credit, the user's in-store purchases and online purchases may be related to the same individual and used to better characterize interests of the user.

A method for creating a market associated with a first product, a second product, and a parameter, wherein the first product and the second product are related by the parameter, includes the steps of establishing settlement prices for the first and second products and receiving a value for the parameter and an order, wherein the order comprising desired prices for the first and second product. The method also includes the steps of calculating a net difference in price between the order and the settlement prices, wherein the net difference in price is based on the desired prices, the settlement prices, and the value of the parameter; selecting an order book from a plurality of order books that are associated with the first product and the second product, wherein the order book is selected in accordance with the value of the parameter; and adding the order in the order book, wherein each entry in the order book comprises the net difference in price.

Techniques related to retail transaction are disclosed. The techniques involve comparing the prices associated with a customer order with the prices being charged by competitors prior to the transaction being completed. The customer is given the opportunity to apply a credit based on the difference in prices being charged by the retailer and competitors, to the transaction.

A method for tax attenuation in accordance with the present invention matches an income stream from an investment to a cost of debt to hold the cost of the tax in abeyance. An amount is invested to gain returns. An amount is borrowed at a cost to pay the tax liability. An investment portfolio is established in order to create a positive spread between the returns on the invested amount and the cost of the borrowed amount such that the periodic returns on the invested amount is sufficient to pay at least the periodic interest payments due on the borrowed amount. In addition, the investment portfolio is established with investments sufficient to cover the margin of the borrowed amount. In addition, the returns of the investment are used to pay interest on the borrowed amount. Finally, the returns of the investment are used to pay off, in full, the amounts borrowed.

The MLP Financing System extends the properties of shares in an publicly traded entity that does not generate UBITs to create a new asset class that permits the underlying assets to be specifically structured for financing. MLP Financing System requires a minimum of three markets entering into transactions involving a company, a publicly traded entity, and a third entity in the financial industry. Each market establishes an asset value, price, yield, and risk. Asset price differentials between markets identify arbitrage opportunities. The market asset value, price, yield, risk, and financial constraints of entities operating in those markets provide the initial transaction specifications between company-MLP, financier-MLP, and company-financier.

The invention provides a system, computer program, and method for generating price point based incentives comprising; determining a category specific price point (620) associated with a dominant competitive brand and a client brand; generating an incentive (630) for said client brand based upon said price point and an anticipated price differential (640).

The invention discloses a local loss assessment price processing method and system based on a vehicle insurance intelligent loss assessment platform. The local loss assessment price processing method comprises the steps of acquiring and storing accessory prices and maintenance man-hours of each vehicle model, storing the accessory prices into an accessory database, and storing the maintenance man-hours into a man-hour database; calculating corresponding local accessory prices for each branch mechanism according to the accessory prices in the accessory database, and updating the accessory database; calculating the corresponding local man-hour cost according to the maintenance man-hours in the man-hour database; and calculating the loss assessment amount according to the local accessory prices and the corresponding local man-hour cost. According to the invention, basic data is maintained through utilizing a headquarters data processing module, and the accessory prices and the man-hour cost of each branch mechanism are calculated by utilizing the headquarters data processing module at the same time, so that each branch mechanism is enabled to only need to receive loss assessment prices sent by the headquarters, each mechanism is supported to maintain th local price, and the price is enabled to be more reasonable. Meanwhile, a problem of price difference among the mechanisms is solved, so that the price can be better accepted by customers.

A calculator for analyzing options and option spreads includes a memory storage having software where the software permits a user to input into the system a type of transaction, a type of option contract, a number of option contracts, a strike price and a premium price. A processor in communication with the memory storage uses the software to calculate a maximum profit, maximum loss and breakeven level based on the type of transaction, type of option contract, number of option contracts, the strike price and the premium price entered by the user. A display is in communication with the memory storage and the processor and presents to the user the maximum profit, maximum loss and breakeven level as well additional information. The calculator also provides error trapping and a help function that includes a glossary of terms.