Chicago, Illinois
United States
40
2026-01-08
The entities that hold a legal rights for patent applications filed by inventor Sturm Frederick:
Frederick Sturm from Chicago, US has applied for patents for these inventions. The list has both pending applications and granted patents:
MINIMIZATION OF THE CONSUMPTION OF DATA PROCESSING RESOURCES IN AN ELECTRONIC TRANSACTION PROCESSING SYSTEM VIA SELECTIVE PREMATURE SETTLEMENT OF PRODUCTS TRANSACTED THEREBY BASED ON A SERIES OF RELATED PRODUCTS
#2 | 2025-02-27SYSTEMS AND METHODS FOR ITERATIVE OPTIMIZATION OF RELATED OBJECTS
#3 | 2024-07-11COMPRESSION OF AN EXCHANGE TRADED DERIVATIVE PORTFOLIO
#4 | 2024-04-25Compression of an exchange traded derivative portfolio
#5 | 2024-01-11Systems and methods for iterative optimization of related objects
#6 | 2023-06-08Compression of an exchange traded derivative portfolio
#7 | 2022-05-05Compression of an exchange traded derivative portfolio
#8 | 2022-03-10Systems and methods for iterative optimization of related objects
#9 | 2022-03-08Compression of an exchange traded derivative portfolio
#10 | 2021-07-15MINIMIZATION OF THE CONSUMPTION OF DATA PROCESSING RESOURCES IN AN ELECTRONIC TRANSACTION PROCESSING SYSTEM VIA SELECTIVE PREMATURE SETTLEMENT OF PRODUCTS TRANSACTED THEREBY BASED ON A SERIES OF RELATED PRODUCTS
#11 | 2021-02-25AUTOMATED OBJECTIVE GENERATION OF DATA FOR, AND POST VALIDATION OF, ESTIMATION OF TERM SOFR BENCHMARKS
#12 | 2019-11-28Systems and methods for iterative optimization of related objects
#13 | 2019-06-06Minimization of the consumption of data processing resources in an electronic transaction processing system via selective premature settlement of products transacted thereby based on a series of related products
#14 | 2017-07-20Systems and methods for iterative optimization of related objects
#15 | 2016-01-21SIZE-BASED ALLOCATION PRIORITIZATION
#16 | 2016-01-21Invoice Swap Spreads
#17 | 2015-11-19Determining Option Strike Price Listing Range
#18 | 2015-11-12Synthetic Series Derivative Contracts
#19 | 2015-09-10Pricing a Forward Rate Agreement Financial Product Using a Non-Par Value
#20 | 2015-08-06Pricing a Swap Financial Product Using a Non-Par Value
#21 | 2014-12-18Systems and Methods for Processing Cleared Loan Deliverable Futures Contract Data
#22 | 2014-10-23Dynamic Tick Size Order Aggregator
#23 | 2014-10-16EXCHANGE-TRADED BASIS DERIVATIVE CONTRACTS
#24 | 2014-09-11Zero Coupon Conversion Factor Calculation
#25 | 2014-08-07Multiple Coupon Interest Rate Futures Contracts
#26 | 2014-05-15Calendar Spread Futures
#27 | 2014-05-08CROSS MARGINING OF TRI-PARTY REPO TRANSACTIONS
#28 | 2013-11-28Listing and expiring cash settled on-the-run treasury futures contracts
#29 | 2013-10-24Exchange-traded basis derivative contracts
#30 | 2013-07-11COMPOUND OVERNIGHT BANK RATE ACCRUAL FUTURES CONTRACT AND COMPUTATION OF VARIATION MARGIN THEREFORE
#31 | 2013-06-27PRICING CASH SETTLED ON-THE-RUN TREASURY FUTURES CONTRACTS
#32 | 2013-05-09Multiple coupon interest rate futures contracts
#33 | 2013-05-09Zero coupon conversion factor calculation
#34 | 2013-02-14Pricing a Swap Financial Product Using a Non-Par Value
#35 | 2013-02-14Pricing a Forward Rate Agreement Financial Product Using a Non-Par Value
#36 | 2013-01-17Listing and expiring cash settled on-the-run treasury futures contracts
#37 | 2013-01-17Pricing cash settled on-the-run treasury futures contracts
#38 | 2012-10-11FIXED INCOME INSTRUMENT YIELD SPREAD FUTURES
#39 | 2012-06-14Cross margining of tri-party repo transactions
#40 | 2011-12-01Calendar spread futures
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