Boots – shoes – and leggings
Patent
1990-04-11
1993-02-16
Harrell, Robert B.
Boots, shoes, and leggings
395 1, 364DIG1, 364918, 364931, 36493101, 36493102, 36493103, 364225, 3642287, 364274, G06F 1520, G06F 1531
Patent
active
051878011
ABSTRACT:
An interest rate scenario generation system generates a plurality of paths through a binomial lattice arrangement to facilitate generation of a like plurality of interest rate scenarios. The system includes a plurality of processing elements each for performing processing operations, communications links for enabling each of the processing elements to transmit data with at least one other processing element, and a control arrangement. The configuration control element logically establishes the processing elements in a plurality of rows and columns, each row being associated with a path through the binomial lattice used in generating an interest rate scenario, and successive columns being associated with successive steps through the binomial lattice arrangement. The configuration control element configures the rows to enable the processing elements to communicate with one other processing element in the respective row. A random number control element enables the processing elements to generate random numbers representative of successive links in the lattice. Finally, a path generator enables, during a plurality of successive iterations, the processing elements in each of the successive columns to receive path information from processing elements in the preceding column and generate updated path information in response to the received path information and to the random numbers generated thereby.
REFERENCES:
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patent: 4648038 (1987-03-01), Roberts et al.
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patent: 4984235 (1991-01-01), Hillis
Ho et al., "Term Structure Movements and Pricing Interest Rate Contingent Claims", The Journal of Finance, vol. XLI, No. 5 (Dec. 1986), pp. 1011-1029.
Hutchinson James M.
Zenios Stavros A.
Harrell Robert B.
Jordan Richard A.
Thinking Machines Corporation
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