Jian Shi Huang

US Patent:

7774266, Aug 10, 2010

Filed:

Nov 7, 2007

Appl. No.:

11/983156

Inventors:

Jian Huang - New York NY, US

Assignee:

Morgan Stanley - New York NY

International Classification:

G06Q 40/00

US Classification:

705 37, 705 35, 705 36 R

Abstract:

Systems and methods for determining a present value of an option on a security having a fixed cash flow leg based upon a Martingale. The Martingale may be based upon a ratio of the present value of the option and a numeraire. The numeraire may be a coupon annuity which may be based on coupons of the security post expiry of the option, accrual periods of the coupon, and spread-adjusted discount factors for coupon dates of the option. The spread-adjusted discount factor may be based on an instantaneous forward rate and a time-varying spread. The present value of the option may be determined based upon a spread, a notional value of the security, and an expectation of a maximum value of (1) a difference between an artificial strike coupon and a forward swap rate and (2) zero. This spread may equal a difference between the forward swap rate and a strike coupon or the strike coupon divided by the forward swap rate.

US Patent:

20200401530, Dec 24, 2020

Filed:

Jun 20, 2019

Appl. No.:

16/447914

Inventors:

- Armonk NY, US
- Urbana IL, US
Zaid QURESHI - Bronx NY, US
Jian HUANG - Champaign IL, US
Nam SUNG KIM - Champaign IL, US
Jinjun XIONG - Goldens Bridge NY, US
Wen-Mei HWU - URBANA IL, US

Assignee:

INTERNATIONAL BUSINESS MACHINES CORPORATION - Armonk NY

International Classification:

G06F 12/0893
G06F 12/123
G06F 12/1045

Abstract:

Various embodiments are provided for providing byte granularity accessibility of memory in a unified memory-storage hierarchy in a computing system by a processor. A location of one or more secondary memory medium pages in a secondary memory medium may be mapped into an address space of a primary memory medium to extend a memory-storage hierarchy of the secondary memory medium. The one or more secondary memory medium pages may be promoted from the secondary memory medium to the primary memory medium. The primary memory medium functions as a cache to provide byte level accessibility to the one or more primary memory medium pages. A memory request for the secondary memory medium page may be redirected using a promotion look-aside buffer (“PLB”) in a host bridge associated with the primary memory medium and the secondary memory medium.