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:
Jun. 26, 2012
Filed:
Nov. 25, 2008
Samson Koo, Scarsdale, NY (US);
Stephen Douglas, Houston, TX (US);
Samson Koo, Scarsdale, NY (US);
Stephen Douglas, Houston, TX (US);
Barclays Bank PLC, , GB;
Abstract
A method of protecting at least a portion of an initial investment value of an investment made by one or more investors, comprising the steps of: (a) determining using an option-based instrument calculator: (i) a first value of a first set of put option-based instruments at initial investment in the first set of put option-based instruments, the first set of put option-based instruments having a first underlying reference; (ii) a second value of a first set of call option-based instruments at initial investment in the first set of call option-based instruments, the first 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; and (iii) a third value of a second set of option-based instruments at initial investment in the second set of option-based instruments, the second set of option-based instruments having a third underlying reference; so that the sum of the first value, the second value, and the third value is less than the initial investment value; (b) holding positions using a regulated investment company in the first set of put option-based instruments, the first set of call option-based instruments, and the second set of option-based instruments, so that the first set of put option-based instruments and the first set of call option-based instruments provide the at least a portion of the initial investment value at maturity of the investment; and (c) making available the at least a portion of the initial investment value to the one or more investors upon the maturity of the investment.