Synthetic ultralong inflation-protected separate trading of registered interest and principal of securities system, method and computer program product

Number of patents in Portfolio can not be more than 2000

United States of America Patent

PATENT NO 8560414
APP PUB NO 20100312719A1
SERIAL NO

12857479

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ATTORNEY / AGENT: (SPONSORED)

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Abstract

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A computer program product embodied on a computer readable medium may enable a computer processor to perform a method for generating a correlated investment. The method may include the steps of: discounting to present value one or more future liabilities at a discount rate of a bond that matures at the same time as the future liabilities; generating a correlated investment using an original investment amount and/or leverage funds; monitoring market information about a bond market and/or inflation using a computer; and recalibrating the correlated investment using the computer according to the market information and/or inflation, including: recommending at least one of buying or selling portions of the correlated investment securities and/or portfolio as indicated by the market and/or inflation information. The future liabilities may be of a duration greater than the duration of the longest available bond issued by an applicable sovereign.

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Patent Owner(s)

Patent OwnerAddress
RESEARCH AFFILIATES LLC620 NEWPORT CENTER DRIVE SUITE 900 NEWPORT BEACH CA 92660

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Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Arnott, Robert D Newport Beach, US 22 1158

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