Pricing module for financial advisory system
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United States of America Patent
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Sep 26, 2000
Grant Date -
N/A
app pub date -
Dec 2, 1997
filing date -
Dec 2, 1997
priority date (Note) -
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Abstract
The pricing module of the present invention provides a single module that models both fixed-income securities and equity securities into the future in an arbitrage-free model. Because the modeling includes both fixed-income securities and equity securities that are modeled based on common input state variables and does not allow arbitrage conditions between the fixed-income securities and the equity securities (as well as no arbitrage within a security class), the present invention provides an improved pricing module as compared to those in the prior art.
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