Lucent Technologies Inc.

Alcatel-lucent USA Inc.

The Bank of New York Mellon Corporation

Oded Hauser

Tirunell V Lakshman

Muralidharan Sampath Kodialam

Arnab Das

Krishna Balachandran

Kenneth Carl Budka

Yufei Wang

Wing Cheong Lau

Paramasiviah Harshavardhana

Wei Luo

Frank N Hujber

Stephen J Ahn

Randolph Roy Kutz

John J Yao

Cathy Zima

Cathy Helen Zima

Systems and methods for measuring value-at-risk and profitability of hedging in relation to BMA debt obligations are provided using rigorous statistical solutions that address problems associated with municipalities involved in swap hedging face. Various embodiments permit users to quantify POL hedging basis risk through a VAR-style loss measurement and statistics measuring the profitability of a hedge, those statistics including gain durability and gain/loss ratio. Various aspects introduce significant innovation to risk management practices, particularly for tax-exempt issuers of debt. Certain embodiments of this disclosure facilitate better management of hedging risk, analysis of hedges using POL vs. BMA and provide guidance for analyzing the risk existing in an existing portfolio of POL swap hedges to better inform decision-making regarding use of hedging risk for profit or to lay off risk.

Methods for measuring hedging value-at-risk and profitability

A method and apparatus for providing differentiated quality of service (QoS) within a GPRS/EGPRS network environment. The invention advantageously uses one or more of a microscheduling technique, a peak picking technique and other techniques and methodologies to provide differentiated quality of service levels to users while maximizing total network throughput.

Scheduling method for quality of service differentiation for non-real time services in packet radio networks

A method and apparatus are disclosed for monitoring and signaling a path restoration using pre-computed restoration paths following a detected fault on a primary service path in a communications network. A fault occurring inside the restorable portion of a network in heterogeneous or multiple network environments can be distinguished from faults occurring outside the restorable network in accordance with the ANSI Tandem Connection Maintenance standard, T1.105.05-1994. Path restoration is activated only when a fault causing path failure occurs inside the restorable portion of the network. Each conforming node in the restorable portion of the network has the necessary monitoring, signaling and cross-connect functionality and databases to participate actively in real time restoration. Additional non-conforming network elements can be positioned between the restoration nodes without preventing path restoration. With the signaling architecture of the present invention, when an end-node detects a path failure caused by an in-network fault, it formulates a signaling message for restoring the failed path. The restoration signaling message is thereafter relayed from one node to another in the overhead or payload of signaling paths that occupy the same bandwidth that is subsequently used by the restoration path. Once a signaling message is transmitted to an adjacent node in the overhead or payload of a particular signaling path, the node that transmitted the message makes a cross-connect that replaces the signaling path with a segment of the restoration path whose set-up was requested in the transmitted signaling message.

Method and apparatus for signaling path restoration information in a mesh network

Capacity design of an optical network for demands of fast path restorable (FPR) connections forms a linear programming sizing problem for a optimal routing. A dual of the linear programming sizing problem is formed and solved with an approximation algorithm. Edge lengths are initialized based on i) the inverse of the edge's capacity and ii) a scalar constant. Then, the approximation algorithm proceeds in phases to route each commodity over the edges of a graph. During each phase, the demand's flow is sent from the source to destination via multiple iterations. During each iteration, the set of shortest disjoint paths from the source to the destination is determined, a portion of the flow is sent, and the lengths of the edges that carry the flow are updated. The value employed to scale the network is generated after the last phase from the maximum ratio of edge flow to edge capacity.

Capacity allocation for fast path restoration

A network element maintains failure information for a packet-based network and usage information for a backup path. Upon receipt of a new demand, with an associated bandwidth, d, the network element determines if the backup path can be shared as a function of the failure information and the usage information associated with the backup path.

Maintaining information to optimize restorable dynamic routing with shared backup

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Matawan, NJ, United States of America

Oded Hauser