LEHMAN BROTHERS INC. Patent applications |
Patent application number | Title | Published |
20090303886 | Method And System For Analyzing Gateways - An analysis is performed to test whether a gateway is functioning properly. The gateway includes a plurality of ports. Routing information for the gateway is received. A plurality of concurrent calls is generated for the ports of the gateway. The concurrent calls are pushed to the gateway in accordance with the routing information to determine whether the ports of the gateway are functioning properly. | 12-10-2009 |
20090249297 | Method and System for Automated Testing of Computer Applications - A system includes a testing device to test a computer application in conjunction with a testing tool, the testing device including a test automation engine to initiate a test, the test automation engine including a programmable data source that is testing tool universal, the programmable data source including one or more automation test scripts that define the test and a data storage device to store results from testing the computer application. | 10-01-2009 |
20090144413 | Communications enterprise server monitor - A system includes one or more wireless handheld devices, one or more enterprise servers in communication with the one or more wireless handheld devices, and an enterprise server monitor in communication with the one or more enterprise servers to collect communications performance data from one or more of the one or more enterprise servers in communication with one or more of the one or more wireless handheld devices associated with a select group of users, and to generate one or more alerts if the collected communications performance data match one or more alert conditions, the one or more alert conditions being indicative of one or more levels of potential communication failures. | 06-04-2009 |
20090112774 | SYSTEMS AND METHODS FOR PORTFOLIO ANALYSIS - In one aspect, the invention comprises a computer-implemented method comprising: (i) electronically receiving data describing one or more risk factors driving volatility of each of a plurality of securities comprised in a specified portfolio; (ii) for each of the plurality of securities, categorizing each of the risk factors as a random variable and identifying a distribution that best fits each risk factor's historical behavior; and generating a return distribution for the security, based on the best fit distributions; and (iii) aggregating the security return distributions to generate a return distribution for the specified portfolio. Other aspects and embodiments comprise analogous software and computer systems. | 04-30-2009 |
20090083728 | System and method for application management - A system includes at least one developer device to create and/or modify at least one computer application to be deployed to an end device, the computer application defined by a manifest, the manifest including (a) at least one file fingerprint unique to a computer file associated with the computer application, and (b) metadata of the computer file, and at least one dispatch server to manage deployment/undeployment of the computer application. | 03-26-2009 |
20090063325 | Methods and Systems for Providing Qualified Dividend Income Units - In at least one aspect, the invention comprises a computer-implemented method comprising: (1) receiving investment amounts for a first class of partnership units with a senior position, with a second class having a subordinate position, wherein either: (a) options on an underlying security are bought and/or sold into the partnership, or (b) the first class of partnership units has an embedded short option on an underlying security, and the second class has an embedded long option; and (2) paying coupon payments on the first class for a specified period of time, wherein the coupon payments comprise dividend payments received on shares of a dividend-paying portfolio, wherein the second class absorbs losses in the portfolio up to a first specified amount, and wherein the first class absorbs losses above the first specified amount. Other aspects of the invention comprise related structure, software, and system implementations. | 03-05-2009 |
20090043819 | System and method for document hold management - A system includes a legal hold notification tool including a legal hold management module to manage a legal hold issued on an organization, the legal hold management module generating a notification of the legal hold to a user subjected to the legal hold, and a legal hold affirmation module to obtain an affirmation of the legal hold from the user on periodic basis throughout the duration of the legal hold. | 02-12-2009 |
20090024501 | Systems and Methods for Processing Pricing Data - Processing pricing data can be provided by receiving first data associating a first price source, a first market condition, and an instrument; receiving second data from at least one of a plurality of price sources, the second data comprising a first price quote for the instrument; determining that the at least one of the plurality of price sources matches the first price source; and generating a second price quote for the instrument based on the second data. Time data may be used for synchronizing the first data and the second data. The first price source may be changed to a second price source and/or the first market condition may be changed to a second market condition; and a third price quote generated for the instrument based on the associated second price source. Cached data may be used for processing the pricing data. | 01-22-2009 |
20090006163 | Method and System for Allocating Member Compensation - Compensation to be paid to one or more members of an organization is determined. The organization has members organized in a hierarchical structure comprising first-level members, second-level members, and third-level members. A pool of money to be paid to the members in the organization as compensation is identified. A first portion of the pool is assigned to a first-level member. Then the first-level member determines a second portion of the pool from the first portion to be distributed to members below the first-level member and/or an amount from the first portion to be paid to one or more members below the first-level member. The second portion is assigned to the second-level member. Then the second-level member determines a third portion of the pool to be distributed to members below the second-level member and/or an amount from the second portion to be paid to members below the second-level member. | 01-01-2009 |
20080306955 | Content management system and method - A method and system for facilitating the editing by a user of content hosted on a network. A page comprising one or more items of content is presented to the user. A tag is embedded in the page. The tag includes rules associated with an identity of users who are entitled to edit one or more of the content items. If the user is entitled to edit one or more of the content items, an indication is presented to the user on the page. When activated by the user, the indicator allows the user to edit one or more of the content items. | 12-11-2008 |
20080294571 | SYSTEMS AND METHODS FOR PROVIDING DIRECT TO CAPITAL SWAPS - In one aspect, the present invention comprises a computer system for market making, comprising: (a) a computer component for receiving data identifying a user-specified basket of securities; (b) a database storing the data identifying a user-specified basket of securities and storing data describing inventory of a market maker; and (c) a computer component for calculating a swap price for the basket in light of the inventory, the calculating based at least in part on quote deflection related to the inventory. Other aspects comprise related methods and software. | 11-27-2008 |
20080288389 | SYSTEMS AND METHODS FOR PROVIDING EMBEDDED RECEIVER NOTES - Systems and methods are provided for providing an embedded receiver note which includes a swaption embedded in a bond. If a reference rate exceeds a strike rate of the swaption, a note holder receives a par value of the note. If the reference rate is lower than the strike rate of the swaption, the note is extended with an exercised swaption. | 11-20-2008 |
20080281762 | Methods and Systems for Interest Rate Prediction - In one aspect, the invention comprises a computer-implemented method for predicting interest rates, comprising the steps of: electronically receiving data describing one or more Fed fund futures rates; electronically adjusting the data describing the one or more Fed fund futures rates to obtain adjusted data regarding the one or more Fed fund futures rates; and electronically determining data regarding one or more expected Fed fund target rates. In another aspect, the invention comprises a system for predicting interest rates, comprising: one or more processors operable to determine probability distribution data for one or more Eurodollar rates based on Eurodollar futures option data; one or more processors operable to link said probability distribution data for one or more Eurodollar rates to overnight forward Fed funds rate data; and one or more processors operable to link said forward Fed funds rate data to expected Fed funds rate data. | 11-13-2008 |
20080270216 | System and method for standards and governance evaluation framework - A system includes a standards inventory database to store at least one control model, the at least one control model including at least one control objective and one or more controls, wherein each of the one or more controls is related to at least one asset of an organization, a tests datastore to store one or more control tests to be applied to the at least one asset of the organization, each of the one or more controls being associated with at least one of the one or more control tests, and a server including a testing tool to evaluate each of the one or more controls using the at least one of the one or more control tests associated with each of the one or more controls and to assign a status to the one or more control tests, and a metrics engine to track performance metrics of each of the one or more controls based on the status of the one or more control tests to provide trends in compliance with the one or more controls. | 10-30-2008 |
20080256132 | Method and system for determining incident impact - A method and system for determining an impact of an incident. An occurrence of an incident is identified. One or more persons at least potentially impacted by the incident are identified based on dynamic indications. After the occurrence, one or more indicators associated with the one or more persons identified are detected. Based on the indicators, the extent to which the persons identified have been impacted by the incident is assessed. | 10-16-2008 |
20080222052 | Methods and systems for providing an anti-benchmark portfolio - In one aspect, the invention comprises a method comprising: (a) acquiring data regarding a first group of securities in a first portfolio; (b) based on said data and on risk characteristics of said first group of securities, identifying a second group of securities to be included in a second portfolio; and (c) calculating holdings in said second portfolio based on one or more portfolio optimization procedures. In another aspect, the invention comprises software for performing the steps described above (as well as steps of other embodiments), and in another aspect, the invention comprises one or more computer systems operable to perform those steps. | 09-11-2008 |
20080222050 | Method and system for trading financial instruments - Tranches of a position in a financial instrument held by an entity are traded. A suitable tranche size to be traded in a financial market is determined. A trade size of a tranche to trade in the financial market is also determined. The trade size comprises a smaller of a size of the position and the suitable tranche size. An effect of executing a tranche of a size comprising the trade size on an absolute dollar value of risk associated with a portfolio of the entity is determined. The tranche is placed in the market for execution if the absolute dollar value of risk remains the same or is reduced by executing the tranche. | 09-11-2008 |