Computer-implemented method and apparatus for portfolio compression
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United States of America Patent
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Aug 21, 2001
Grant Date -
N/A
app pub date -
May 28, 1998
filing date -
May 29, 1997
priority date (Note) -
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Abstract
A computer-implemented method for compressing a portfolio of financial instruments is described. Financial instruments to be compressed are identified, and a compressed subportfolio corresponding to the identified financial instruments is generated. The compressed subportfolio and any non-compressed financial instruments are then combined into a compressed portfolio.
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