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1. (WO2007011517) COMPUTERIZED TRANSACTION-BASED YIELD CURVE ANALYTICS
Latest bibliographic data on file with the International Bureau

Pub. No.: WO/2007/011517 International Application No.: PCT/US2006/025645
Publication Date: 25.01.2007 International Filing Date: 30.06.2006
IPC:
G06Q 40/00 (2006.01) ,G06F 19/00 (2006.01)
G PHYSICS
06
COMPUTING; CALCULATING; COUNTING
Q
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
40
Finance; Insurance; Tax strategies; Processing of corporate or income taxes
G PHYSICS
06
COMPUTING; CALCULATING; COUNTING
F
ELECTRIC DIGITAL DATA PROCESSING
19
Digital computing or data processing equipment or methods, specially adapted for specific applications
Applicants:
THE THOMSON CORPORATION [US/US]; Metro Center, One Station Place Stamford, CT 06902, US (AllExceptUS)
VOGEL, Robert, P. [US/US]; US (UsOnly)
Inventors:
VOGEL, Robert, P.; US
Agent:
STRAUSSMAN, Richard; MORGAN & FINNEGAN LLP Three World Financial Center New York, NY 10281-2101, US
Priority Data:
11/182,48215.07.2005US
Title (EN) COMPUTERIZED TRANSACTION-BASED YIELD CURVE ANALYTICS
(FR) ANALYSES INFORMATISEES DE COURBES DE RENDEMENT, FONDEES SUR LES OPERATIONS
Abstract:
(EN) A computer aided method for establishing secondary market-relevant price for a bond issued by a corporate entity involves accessing data relating to executed secondary market trades for a bonds issued by the entity, analyzing the data using the computer to select a subset of the information based upon application of at least one specified criterion, and using the subset, establishing an entity specific yield curve for the entity so that, using a bond pricing model, an anticipated price for the bond can be calculated using a point on the established entity specific yield curve that corresponds to the bond.
(FR) L'invention concerne un procédé informatisé permettant d'établir un cours pertinent par rapport au marché secondaire, pour un titre émis par une personne morale. Ce procédé consiste à accéder à des données portant sur des opérations réalisées sur le marché secondaire, concernant le titre émis par la personne morale, à analyser les données à l'aide de l'ordinateur, par application d'au moins un critère spécifié, afin de sélectionner un sous-ensemble d'informations, à utiliser ce sous-ensemble, puis à établir une courbe de rendement spécifique pour cette personne morale. Ainsi, un cours anticipé peut être calculé pour le titre, sur la base d'un modèle de fixation de cours, à partir d'un point de la courbe de rendement spécifique établie correspondant au titre.
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Designated States: AE, AG, AL, AM, AT, AU, AZ, BA, BB, BG, BR, BW, BY, BZ, CA, CH, CN, CO, CR, CU, CZ, DE, DK, DM, DZ, EC, EE, EG, ES, FI, GB, GD, GE, GH, GM, HN, HR, HU, ID, IL, IN, IS, JP, KE, KG, KM, KN, KP, KR, KZ, LA, LC, LK, LR, LS, LT, LU, LV, LY, MA, MD, MG, MK, MN, MW, MX, MZ, NA, NG, NI, NO, NZ, OM, PG, PH, PL, PT, RO, RS, RU, SC, SD, SE, SG, SK, SL, SM, SY, TJ, TM, TN, TR, TT, TZ, UA, UG, US, UZ, VC, VN, ZA, ZM, ZW
African Regional Intellectual Property Organization (ARIPO) (BW, GH, GM, KE, LS, MW, MZ, NA, SD, SL, SZ, TZ, UG, ZM, ZW)
Eurasian Patent Organization (AM, AZ, BY, KG, KZ, MD, RU, TJ, TM)
European Patent Office (AT, BE, BG, CH, CY, CZ, DE, DK, EE, ES, FI, FR, GB, GR, HU, IE, IS, IT, LT, LU, LV, MC, NL, PL, PT, RO, SE, SI, SK, TR)
African Intellectual Property Organization (BF, BJ, CF, CG, CI, CM, GA, GN, GQ, GW, ML, MR, NE, SN, TD, TG)
Publication Language: English (EN)
Filing Language: English (EN)
Also published as:
EP1904966