Invention Grant
- Patent Title: Systems and methods related to bond valuation
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Application No.: US14457586Application Date: 2014-08-12
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Publication No.: US10467695B1Publication Date: 2019-11-05
- Inventor: Eric Zitzewitz , Ning Liu
- Applicant: Interactive Data Pricing and Reference Data LLC
- Applicant Address: US MA Bedford
- Assignee: Interactive Data Pricing and Reference Data LLC
- Current Assignee: Interactive Data Pricing and Reference Data LLC
- Current Assignee Address: US MA Bedford
- Agency: DLA Piper LLP (US)
- Main IPC: G06Q40/04
- IPC: G06Q40/04

Abstract:
An exemplary aspect comprises a computer system having one or more processors, comprising: a receiving component that receives valuation data for a security; a filtering component that filters the received valuation data to remove outlier values according to a predetermined set of parameters; a transaction cost adjustment component calculates a transaction cost adjustment coefficient based on a first transaction cost adjustment regression calculation of the processed valuation data, and determines a final transaction cost adjustment value based on the transaction cost adjustment coefficient; a market adjustment component that calculates a market adjustment coefficient based on a first market adjustment regression calculation of the processed valuation data, and determines a final market adjustment value based on the market adjustment coefficient; and an output component that outputs a pricing estimation of the security based on the final transaction cost adjustment value and the final market adjustment value.
Information query