Is a
Patent attributes
Patent Jurisdiction
Patent Number
Date of Patent
November 12, 2019
Patent Application Number
14338052
Date Filed
July 22, 2014
Patent Citations Received
Patent Primary Examiner
Patent abstract
Systems and methods for blending a plurality of swaps may include determining a fixed rate for use in blending a plurality of swaps, each of the plurality of swaps having matching economics and a different associated fixed rate. A computing device may determine a first remnant swap for blending fixed rate components of the plurality of swaps using the fixed rate. In some cases, the computing device may determine second remnant swap for blending floating rate components of the plurality of swaps based on the first remnant swap.
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