Determining intra-day net asset value of an actively managed...

Details Determining intra-day net asset value of an actively managed... Determining intra-day net asset value of an actively managed...

2005-09-06

2005-09-06

Trammell, James P. (Department: 3621)

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

Automated electrical financial or business practice or...

Finance

C705S035000, C705S037000, C705S038000, C705S039000, C705S050000, C705S051000, C235S379000, C235S380000, C340S870030

Reexamination Certificate

active

06941280

ABSTRACT:
A system for determining an intra-day net asset value proxy of an actively managed exchanged traded fund and the like includes a trusted computer system that has a physical hardware and operating system configuration in which domain configuration and trust relationships are established to determine access to information in the trusted system. The system also decrypts a file having adjusted portfolio information to provide security positions and calculates the intra-day net asset value proxy for the fund by applying prices received from a quote feed to security positions in the fund portfolio.

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