IP Reservoir, LLC

Nathaniel Sutton McVicar

Ronald S Indeck

David E Taylor

Naveen Singla

Benjamin Curry Brodie

Justin Ryan Thiel

A basket calculation engine is deployed to receive a stream of data and accelerate the computation of basket values based on that data. In a preferred embodiment, the basket calculation engine is used to process financial market data to compute the net asset values (NAVs) of financial instrument baskets. The basket calculation engine can be deployed on a coprocessor and can also be realized via a pipeline, the pipeline preferably comprising a basket association lookup module and a basket value updating module. The coprocessor is preferably a reconfigurable logic device such as a field programmable gate array (FPGA).

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St. Louis, MO, United States of America

Nathaniel Sutton McVicar