Anguish

Keith Anguish, Homer Glen, IL US

Patent application number	Description	Published
20100106633	VALUATION OF DERIVATIVE PRODUCTS - Disclosed are a method, apparatus, and computer-readable medium for determining the value of a derivative product over nonconsecutive periods. The derivative product may be an interest rate swap product, which, when exchanged traded, normally is valued on a mark-to-market basis over consecutive periods. The product may be valued using swap value factors and settlement values according to the methodology disclosed herein.	04-29-2010

Patent application number	Description	Published
20080249958	FACTORIZATION OF INTEREST RATE SWAP VARIATION - Methods are described for processing and clearing derivative products such as interest rate swaps (IRSs). A swap value factor (SVF) may be generated to calculate the mark-to-market value of an IRS. The SVF may be a function of interest rates derived from a yield curve. Cash flow may be generated between the buyer and the seller to reflect the change in the market price of the derivative, i.e., the mark-to-market process. The results of a cleared swap may be used to determine or alter the margin deposit required by the buyer or seller.	10-09-2008

Patent application number	Description	Published
20100078287	Clutch Friction Material and Method of Forming Same - A friction material is provided for a friction member of a torque-transmitting mechanism. The friction member has a woven carbon fiber fabric base. A coating is applied to the base to form a portion of a contact surface positioned to contact a reaction member during engagement of the torque-transmitting mechanism. The coating is a mixture of a resin binder and a friction modifier. A method of forming a friction material is also provided.	04-01-2010