Methods and systems for providing hybrid ARM indices

Details Methods and systems for providing hybrid ARM indices Methods and systems for providing hybrid ARM indices

2011-06-21

2011-06-21

Kazimi, Hani (Department: 3691)

Data processing: financial, business practice, management, or co

Automated electrical financial or business practice or...

Finance

C705S03600T

Reexamination Certificate

active

07966252

ABSTRACT:
In at least one aspect, the invention comprises constructing one or more hybrid adjustable rate mortgage aggregates based on one or more of: agency, program, coupon, and origination year; for each of one or more of the aggregates, constructing one or more sub-aggregates based on one or more of: rate-index, capitalization structure, and existence of interest-only feature; mapping pools of adjustable rate mortgages to the aggregates and sub-aggregates; constructing an index based on the mapping; and pricing the index.

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patent: 2004/0225597 (2004-11-01), Oppenheimer et al.
patent: 2006/0271473 (2006-11-01), Pollock et al.
patent: 2007/0192226 (2007-08-01), Uhlmann et al.
Sally A. Runyan; “Analysts disagree over the impact of turnover on prepayments” Asset Sequritization Report. New York: Jul. 5, 2004. p. 1.
Frank J. Fabozzi; “The Structure Finanace Market: An Investor's Prespective” Financial Analysts Journal. Charlottsvilles: May/Jun. 2005. vol. 61, Iss. 3; p. 27, 14 pgs.
“Fitch Rates BOAMSI $573.2MM Series 2005-E”; Business Wire. new York: May 31, 2005. p. 1.

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