PRESENT VALUATION OF EMISSION CREDIT AND ALLOWANCE FUTURES
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United States of America Patent
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N/A
Issued Date -
Aug 16, 2007
app pub date -
Feb 6, 2007
filing date -
Feb 10, 2006
priority date (Note) -
Abandoned
status (Latency Note)
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Abstract
The present invention is directed to a computer-operated method for determining the present value of a futures contract for a commodity. The method includes selecting an expiration date for the futures contract, calculating a customized interest rate factor based on interest rates surveyed from a plurality of lending institutions, and applying the customized interest rate factor to the futures contract price to determine the present value.
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