Title:
排出クレジットおよび排出権先物の現在評価価格
Document Type and Number:
Japanese Patent JP2009526318
Kind Code:
A
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.
Inventors:
Thunder Richard
Walsh Michael
Walsh Michael
Application Number:
JP2008554298A
Publication Date:
July 16, 2009
Filing Date:
February 07, 2007
Export Citation:
Assignee:
Chicago Climate Exchange, Inc.
International Classes:
G06Q40/02
Attorney, Agent or Firm:
Takahashi Hayashi & Partners
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