Patent ID: 8595119
Filing Date: 2013-11-26
Classification: G06F,G06Q

Abstract:
1. A computer-implemented method for specifying and testing a match engine comprising: providing a user interface, coupled to the match engine, for receiving commands, the interface comprising a two-dimensional grid, wherein along a first dimension of the grid one or more products are identified and along a second dimension of the grid one or more dates are identified, an intersection of a given product and a given date corresponding to a particular contract, the grid further comprising one or more regions corresponding to a virtual contract that is not associated with a product or a date; processing, by a processor, a first set of one or more commands received via the user interface and corresponding to a first set of orders, wherein the first set of orders comprises one or more orders that are not tradeable against each other; representing, on the grid, an outright order for the given product corresponding to the given date as a connection between the virtual contract and the particular contract; identifying any markets implied by the first set of orders; outputting market data corresponding to results of the identifying; processing a second set of one or more commands corresponding to a second order; determining if the second order is tradable against any subset of orders or markets drawn from the first set; and outputting data corresponding to the results of the determining.