Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance
Reexamination Certificate
2003-12-05
2011-11-22
Kyle, Charles (Department: 3695)
Data processing: financial, business practice, management, or co
Automated electrical financial or business practice or...
Finance
C705S035000, C705S03600T
Reexamination Certificate
active
08065220
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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Kyle Charles
Niquette Robert R
Woodcock & Washburn LLP
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