公开(公告)号：JP2000348015A

公开(公告)日：2000-12-15

申请号：JP16023499

申请日：1999-06-07

Applicant: IBM JAPAN

Inventor： WATABE TOSHIO ,  HONMA KIYOSADA ,  KUMADA KIYOSHI ,  KANDA YASUSHI ,  HIGUCHI MASAYA ,  MORIMOTO YASUHIKO

IPC: G06F17/40 ,  G06F17/00 ,  G06F19/00 ,  G06Q10/00 ,  G06Q10/04 ,  G06Q10/06 ,  G06Q40/00 ,  G06Q40/02 ,  G06Q40/06 ,  G06Q50/00 ,  G06Q50/10

Abstract: PROBLEM TO BE SOLVED: To evaluate an object company at proper point of time for evaluation by performing the company evaluation on the basis of the inputs of an output evaluation calculated by using a static model and dynamic data. SOLUTION: A calculation part 230 for evaluation data by the static model calculates the grading numeral of the object company to be evaluated by applying data of the object company from an input part 240 to the static model and outputs the result 234. For the subsequence generation of a dynamic model, data of respective sample companies are also applied to the static model to calculate and output respective grating numerals 232. A dynamic model generation part 250 structures evaluation models as to the sample companies on the basis of the evaluation output 232 by the static model and the input 210 of the dynamic data. A calculation part 260 for evaluation data by the dynamic model applies the dynamic data of the object company to be evaluated from the input part 240 to the dynamic model together with the output 234 from the static model to calculate a rating variation value of the object company and outputs its evaluation data 270.

公开(公告)号：JPH10161992A

公开(公告)日：1998-06-19

申请号：JP31618596

申请日：1996-11-27

Applicant: IBM JAPAN

Inventor： NINOMIYA SHOICHI ,  KUMADA KIYOSHI

IPC: G06F17/00 ,  G06F19/00 ,  G06Q40/00 ,  G06Q40/02 ,  G06Q40/04 ,  G06Q40/06 ,  G06Q50/00 ,  G06F17/60

Abstract: PROBLEM TO BE SOLVED: To enable a simulation that satisfys indeterminate conditions by calculating simulation of short rate discrete approximation from shifted simulation. SOLUTION: dy(t)=-ay(t)dt+δdz(t) and y(0)=0 are discretely approximated to calculate N pieces of simulations y1 ...yN, which are stored in a (y) storage means 36. Values stored in a R storage means stored with an actual spot rate and the (y) storage means 36 are used to calculate shift values δ0 ...αM for shifting N simulations yi (0)...yi (MΔt) without any contradiction to an initial interest curve represented with the actual spot rate, and they are stored in an α storage means 44. Then the N simulations yi (0)...yi (MΔt) are shifted by the shift values α0 ...αM to calculate simulations r1 ...rM of discrete approximation of short rate r(t), and they are stored in an (r) storage means 46.