首页> 外国专利> METHODS OF THE VOLATILITY INDEX government bonds and derivatives trading of financial products based on its

METHODS OF THE VOLATILITY INDEX government bonds and derivatives trading of financial products based on its

机译:波动率指数的方法基于政府债券和金融产品的政府债券和衍生品交易

摘要

A computer system for calculating a government bond volatility index comprising memory configured to store at least one program; and at least one processor communicatively coupled to the memory, in which the at least one program, when executed by the at least one processor, causes the at least one processor to receive data regarding options on government bond derivatives; calculate, using the data regarding options on government bond derivatives, the government bond volatility index; and transmit data regarding the government bond volatility index.
机译:一种用于计算政府债券波动率指数的计算机系统,包括配置成存储至少一个程序的存储器;至少一个处理器通信地耦合到所述存储器,其中,所述至少一个程序在由所述至少一个处理器执行时,使所述至少一个处理器接收关于政府债券衍生工具的期权的数据;使用有关政府债券衍生工具期权的数据,计算政府债券波动率指数;并传输有关政府债券波动率指数的数据。

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