The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Jan. 06, 2009
Filed:
Sep. 06, 2007
Samson Koo, Scarsdale, NY (US);
Stephen Douglas, Houston, TX (US);
Samson Koo, Scarsdale, NY (US);
Stephen Douglas, Houston, TX (US);
Barclays Bank PLC, London, GB;
Abstract
A method of protecting at least a portion of an initial investment value of an investment made by an investor including the steps of: providing a business entity; electing the business entity to be treated as a regulated investment company; holding positions using the business entity in a set of put-option based instruments having a first underlying reference and a set of call-option based instruments having a second underlying reference, the first underlying reference being the same as or substantially correlated to the second underlying reference, so that the sets of put-option based instruments and call-option based instruments provide the at least a portion of the initial investment value at maturity of the investment; and making available the at least a portion of the initial investment value to the investor upon the maturity of the investment.