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. 04, 2013
Filed:
Mar. 03, 2009
Ivan V. Masyukov, Westwood, NJ (US);
Clifton T. Wall, Milburn, NJ (US);
Ivan V. Masyukov, Westwood, NJ (US);
Clifton T. Wall, Milburn, NJ (US);
Morgan Stanley, New York, NY (US);
Abstract
Computer-based systems and methods for calibrating a surface. The surface may be a 1-D or multi-D surface, such as a volatility grid used to price financial instruments whose price depends on volatility. The computer system may comprise: a database that stores calibration input data; a processor in communication with the database; and a memory in communication with the processor. The memory stores instructions which when executed by the processor causes the processor to calculate entries for a vector representing the surface based on the calibration input data. The entries for the vector representing the surface are calculated based on a product of a matrix of a set of basis functions and a vector of coefficients for the set of basis functions, where entries for the vector of coefficients are determined based on the calibration input data. In various implementations, the set of basis functions comprises a set of b-spline basis functions.
Data source: USPTO (United States Patent and Trademark Office) public patent records. Weekly synchronization. How IDiyas builds this profile