# 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 |

20120246056 | 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. | 09-27-2012 |

## Keith A. Anguish, Homer Glen, IL US

Patent application number | Description | Published |
---|---|---|

20140081820 | METHODS AND SYSTEMS FOR INTER-ACCOUNT MARGIN OPTIMIZATION - The disclosed embodiments relate to reducing, minimizing or otherwise optimizing margin requirements for a trader having both an interest rate (IR) futures and over-the-counter (OTC) interest rate swaps (IRS) accounts by efficiently allocating IR futures across both accounts. | 03-20-2014 |

## Keith Alan Anguish, Homer Glen, IL US

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 |

20110307369 | 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. | 12-15-2011 |

## Timothy Anguish, Whitmore Lake, MI US

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 |