Invention Grant
US08065220B2 Financial product pricing system 有权
金融产品定价系统

  • Patent Title: Financial product pricing system
  • Patent Title (中): 金融产品定价系统
  • Application No.: US10537650
    Application Date: 2003-12-05
  • Publication No.: US08065220B2
    Publication Date: 2011-11-22
  • Inventor: Guillaume Blacher
  • Applicant: Guillaume Blacher
  • Agency: Woodcock Washburn LLP
  • Priority: FR0215460 20021206
  • International Application: PCT/IB03/05680 WO 20031205
  • International Announcement: WO2004/053756 WO 20040624
  • Main IPC: G06Q40/00
  • IPC: G06Q40/00
Financial product pricing system
Abstract:
A method implemented on a computing system for pricing a financial product comprises receiving data about the product. The received data may comprise contextual data indicating market variables involved in product pricing. The contextual data may comprise a valuation currency, an underlying instrument, and data including a set of events and flows associated with the product. The data is used to generate a schedule comprising an event or flow for each of a plurality of dates. The schedule is interpreted to generate a table of variables on the basis of events or flows, and for each date on the schedule, a function for calculating the product price as a function of the variables. A list of market variables that are generated by a market analysis are received. The variables are used to calculate product variable values. A product price is calculated as a function of the calculated product variable values.
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