首页> 外国专利> A FUND PROFIT FACTOR RESOLUTION SYSTEM AND FUND PROFIT FACTOR RESOLUTION METHOD OF USING THE SAME

A FUND PROFIT FACTOR RESOLUTION SYSTEM AND FUND PROFIT FACTOR RESOLUTION METHOD OF USING THE SAME

机译:基金利润因子解析系统和使用该方法的基金利润因子解析方法

摘要

A system for analyzing a bond profit and a method for analyzing a bond profit using the same by analyzing a profit factor through a profit analysis of individual asset (item), calculating a daily profit rate through the same and using the daily profit rate are provided. The system of the present invention for analyzing a profit factor comprises: a factor-based daily profit and profit rate calculator for calculating a bond profit rate using bond operating data in a bond operating company and bond profit rate curve provided by a bond pricing agency; and a factor-based multi-period profit rate calculator. According to the present invention, a user for the system can easily understand and use through an intuitional method. The convenience of use can be increased through a flexible analysis method which can freely add and delete of analysis target products and profit factors. Therefore, the profit factor analysis for operating assets which include various types of assets such as mixed fund type asset is possible. (No solution which is capable of analyzing a profit rate of mixed fund combining at least two such as stock and bond among the existing method did not exist.) Furthermore, the operating ability of an asset operator can be accurately evaluated by separating profit components (carry credit and carry item) according to the investment on risk assets from the profit of bond and therefore, the risk management can be helped. [Reference numerals] (AA) Start; (BB) End; (S21) Storing the bond assessment profit rate data of the reference data in the profit analyzer; (S22) Storing the bond operating data of the reference data in the profit analyzer; (S23) Calculating the daily profit and daily profit rate using the bond operating data and bond assessment profit rate data of the reference data in the analyzer and storing the result in the profit analyzer; (S24) Calculating the period profit and period profit rate using the daily profit and daily profit rate of the reference date in the analyzer and storing the result in the profit analyzer
机译:提供了一种通过对单个资产(项目)的利润进行分析来分析利润因子,通过该资产来计算每日利润率并使用每日利润率的债券利润分析系统和使用该债券利润分析方法。 。本发明的利润因子分析系统包括:基于因子的每日利润和利润率计算器,用于使用债券运营公司中的债券运营数据和债券定价机构提供的债券利润率曲线来计算债券利润率。以及基于因子的多期利润率计算器。根据本发明,系统的用户可以通过直观的方法容易地理解和使用。可以通过灵活的分析方法增加使用的便利性,该方法可以自由添加和删除分析目标产品和利润因子。因此,可以对包括混合型基金资产等各种资产的经营资产进行利润率分析。 (在现有方法中,不存在能够分析将股票和债券等至少两种结合在一起的混合基金的利润率的解决方案。)此外,通过分离利润成分,可以准确地评估资产运营商的运营能力(根据债券收益从风险资产投资中提取信用额度和持有项目),可以帮助风险管理。 [参考数字](AA)开始; (BB)结束; (S21)将参考数据的债券评估利润率数据存储在利润分析器中; (S22)将参考数据的债券操作数据存储在利润分析器中; (S23)在分析器中使用参考数据的债券操作数据和债券评估收益率数据计算每日收益和每日收益率,并将结果存储在收益分析器中; (S24)在分析器中使用参考日期的每日利润和每日利润率计算期间利润和期间利润率,并将结果存储在利润分析器中

著录项

  • 公开/公告号KR101446966B1

    专利类型

  • 公开/公告日2014-10-06

    原文格式PDF

  • 申请/专利权人

    申请/专利号KR20120100543

  • 发明设计人 김규연;

    申请日2012-09-11

  • 分类号G06Q40/06;

  • 国家 KR

  • 入库时间 2022-08-21 15:39:59

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