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 7778905
APP PUB NO 20070043643A1
SERIAL NO

11508888

Stats

ATTORNEY / AGENT: (SPONSORED)

Importance

Loading Importance Indicators... loading....

Abstract

See full text

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 leverage funds; monitoring market information about a bond market using a computer; and recalibrating the correlated investment using the computer according to the market information, including: recommending at least one of buying or selling portions of the correlated investment as indicated by the market information. The future liabilities may be of a duration greater than the duration of the longest available bond issued by a sovereign.

Loading the Abstract Image... loading....

First Claim

See full text

Family

Loading Family data... loading....

Patent Owner(s)

  • RESEARCH AFFILIATES, LLC

International Classification(s)

  • [Classification Symbol]
  • [Patents Count]

Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Arnott, Robert D Pasadena, US 22 1138

Cited Art Landscape

Load Citation

Patent Citation Ranking

Forward Cite Landscape

Load Citation