# DEUTSCHE BORSE AG

DEUTSCHE BORSE AG Patent applications | ||

Patent application number | Title | Published |
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20140095125 | METHOD AND SYSTEM FOR REDUCING COMPUTATIONAL EFFORT FOR SOLVING A MODEL OF A REAL-WORLD SCENARIO - A computer-implemented method for reducing a computational effort of finding a solution of a first model modeling a real-world scenario is presented. The first model has model variables and is defined by a set of rules comprising a first subset of rules and a second subset of rules, wherein each rule of the set of rules defines at least one condition for at least one model variable. A set of relaxed rules is built by relaxing each rule of the first subset of rules of the first model, wherein relaxing a rule comprises modifying at least one condition of said rule. Further, an initial model is constructed using the set of relaxed rules and the second subset of rules. A solution of the initial model is computed, wherein the solution of the initial model is a set of model variables satisfying each rule defining the initial model. For each rule in the first subset of rules, it is determined if the solution of the initial model satisfies the rule. If the solution of the initial model does not satisfy the rule, a cut for the rule is determined and the cut is stored in a set of initial possible cuts of the initial model, wherein a cut is a constraint on at least one model variable of the rule. If the set of initial possible cuts of the initial model is empty, the solution of the initial model is stored as a solution of the first model. | 04-03-2014 |

20130311347 | GENERALIZED ORDER ALLOCATION SYSTEM AND METHOD - A computer-implemented method and system for allocating quantities of a plurality of orders stored in an order book side at a price level selected for execution is provided, wherein each order has a quantity and a entry time. A time sensitivity parameter is predefined, wherein the time sensitivity parameter is a non-negative real number representing a specific allocation scheme. The quantity to be allocated is received and is executable against the plurality of orders stored in the order book side at a price level selected for execution. A matched quantity is determined for each order of the plurality of orders stored in the order book side at the price level selected for execution. | 11-21-2013 |

20130311346 | COMPUTER-IMPLEMENTED MATCHING METHOD AND ENGINE - A computer implemented method and system for publishing best public limits and corresponding quantity and for matching an incoming outright order against price best match limits at corresponding quantities during the continuous trading phase is provided. An incoming outright order is entered in an incoming order book side. It is determined if the incoming outright order satisfies a matching condition by evaluating the sum of the incoming outright order limit and the best match limit of the outright order book side opposing to the incoming outright order book side wherein the best match limit of the outright order book side opposing to the incoming outright order book side also considers outright order book combinations resulting to the outright order book side opposing the incoming outright order book side. | 11-21-2013 |

20130110701 | INTEGRATED ORDER MATCHING SYSTEM COMBINING VISIBLE AND HIDDEN PARAMETERS | 05-02-2013 |

20130036074 | UNSTEADINESS COMPENSATION IN VALUATION SYSTEM AND METHODS - There is provided a data processing system and method for valuing a bundle of constructs that may individually fail, in case of a separation event causing the bundle of constructs to separate a failing construct from the bundle. A present value determination unit applies a predefined model to determine a present value of the bundle of constructs after having separated the failing construct from the bundle. Further, a static value determination unit determines a static value by reducing a static base number each time a separation event occurs. Furthermore, a calculation unit calculates a value of the bundle of constructs based on the determined present value and the determined static value. The calculation unit is adapted to calculate a sum of the determined present value and the determined static value. In an embodiment, the bundle of constructs is a basket of credit default swaps. | 02-07-2013 |

20110119170 | SYSTEM AND METHOD FOR PERFORMING AN OPENING AUCTION OF A DERIVATIVE - A computer system performs an opening auction of a derivative such as a financial futures. The computer system comprises an order maintenance module and an optimizing module. The order maintenance module maintains a plurality of order books for said derivative. The plurality of order books comprises a first set of order books and a second set of order books. Each order book of the first set of order books comprises bid and ask orders for a specific tradable series of the derivative. Each order book of the second set of order books comprises bid and ask orders for a specific combination of two tradable series of the derivative. Each bid and ask order is associated with an integer volume of tradable contracts of the derivative. The optimizing module maximizes a total volume of executed contracts using integer optimization to determine opening prices for the tradable series of the derivative. | 05-19-2011 |

20090319677 | SYSTEM AND METHOD FOR SHARING INFORMATION AND CAUSING AN ACTION BASED ON THAT INFORMATION - A physical objects tracking system and a method for sharing information about objects and causing an action based on that information is provided. Short range communication networks collect data which identify physical objects and attributes associated with the objects. Long range communication networks provide both central data processing equipment, which is hosted by a trusted third party, for aggregating and storing the collected data and user terminals for enabling authorized user to access the data processing equipment and to evaluate the aggregated data. The authorized user is enabled to define a business rule, which specify a matching condition and an action. The matching condition is matched against the aggregated data and if it is determined that the matching condition is fulfilled, the action is executed. Embodiments implementing an auto-ID clearing and risk management process and a secondary market process are introduced. | 12-24-2009 |

20090276338 | SYSTEM AND METHOD FOR SHARING INFORMATION AND CAUSING AN ACTION BASED ON THAT INFORMATION - A physical objects tracking system and a method for sharing information about objects and causing an action based on that information is provided. Short range communication networks collect data which identify physical objects and attributes associated with the objects. Long range communication networks provide both central data processing equipment, which is hosted by a trusted third party, for aggregating and storing the collected data and user terminals for enabling authorized user to access the data processing equipment and to evaluate the aggregated data. The authorized user is enabled to define a business rule, which specify a matching condition and an action. The matching condition is matched against the aggregated data and if it is determined that the matching condition is fulfilled, the action is executed. Embodiments implementing an auto-ID clearing and risk management process and a secondary market process are introduced. | 11-05-2009 |

20090271291 | METHOD AND SYSTEM FOR CONDUCTING A BLOCK AUCTION - The present invention relates to a system and method for performing a block auction. In a block auction, a block request is enabled to be executed against the plurality of quotes of different bidders, which comprise at least a part of the request volume. In accordance with the present invention, neither specification of the trade side of the request nor publication of the individual quotes submitted by bidders are required for performing the auction at an electronic trading system. Therefore, the auction can be performed anonymously and the trading of block requests comprising large volumes is enabled. | 10-29-2009 |

20090204532 | GRAPHICAL TRADING INTERFACE FOR VISUALIZING STOP ORDER DATA - A computer-implemented method for visualizing trading data may be used together with a graphical user interface of a computer system. The method performs the displaying of a price range including graduated price levels for a tradable item. Data of a stop order is received and evaluated to determine price levels associated with the stop order. Further, a graphical representation of the stop order is displayed in the price range according to the evaluated data. The method may be stored as computer-executable instructions. The instructions are executable by a processor of a computer system which may include a memory for storing the instructions and a display to be used for the visualization. Moreover, a computer-readable medium may include further computer-executable instructions which may perform creating of new price levels in the price range corresponding to each determined price level and calculating executable order volumes for each price level. | 08-13-2009 |