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US08392302B2 Computer-aided process for inflation-immunized derivatives 有权
通货膨胀衍生品计算机辅助过程

Computer-aided process for inflation-immunized derivatives
Abstract:
A computer system converts real-valued, inflation-immunized derivative terms to nominal-valued, non-inflation-immunized data. A stipulated index is considered in this conversion as a function of time. At an input device, real-valued, inflation-immunized derivative terms and a stipulated index as a function of time are received. Also received at the input device are input values corresponding to the real-valued, inflation-immunized derivative terms, wherein the input values include at least a quantity value and data from the stipulated index at a corresponding time. The computer processes these real-oriented, inflation-immunized derivative terms with the stipulated index and thereby produces nominal-valued, non-inflation-immunized data corresponding to the real-valued, inflation-immunized derivative terms. Nominal-valued, non-inflation-immunized data is presented by the computer at an output device for the computer. The inflation-immunized derivatives can be of various forms. The stipulated index cam comprise an infill index. The infill index can indicate an agreed upon approach to interpolate data for days missing from the stipulated index.
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