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DEVICE, METHOD AND SYSTEM OF TESTING FINANCIAL DERIVATIVE INSTRUMENTS
DEVICE, METHOD AND SYSTEM OF TESTING FINANCIAL DERIVATIVE INSTRUMENTS
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机译:金融衍生工具的测试装置,方法和系统
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摘要
Devices, systems and methods of testing financial-derivative instruments. For example, a method may include receiving input information defining a tested financial derivative instrument and one or more testing parameters defining at least a back-testing period; simulating results of a plurality of simulation scenarios corresponding to a plurality of points of time within the back-testing period, each scenario including a modification of the tested financial derivative instrument with respect to a point of time within the back-testing period; and providing an output, which is based on the results of the plurality scenarios.
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