首页> 外国专利> Apparatus, method and system for determining credit derivative indices and estimating credit derivative credit curves, and a credit calculator for valuing credit derivatives based on the credit curves

Apparatus, method and system for determining credit derivative indices and estimating credit derivative credit curves, and a credit calculator for valuing credit derivatives based on the credit curves

机译:确定信用衍生品指数并估算信用衍生品信用曲线的装置,方法和系统,以及基于信用曲线对信用衍生品进行估值的信用计算器

摘要

An apparatus, method and system for determining an estimate of at least one numerical attribute of at least one entity of a population when the population is changing and there are a limited number of observations on the attribute for the entities, in which a conditional index is determined to track how a value of the attribute changes from one time to another for an entity that is a member of the population at both times, and an unconditional index is determined representing an average level of the attribute for the entities of the population.
机译:一种用于确定总体变化的情况下对总体中至少一个实体的至少一个数字属性的估计的装置,方法和系统,并且对于实体的属性的观察次数有限,其中条件索引为确定该属性以跟踪属性值在一次和另一次之间是人口总体成员的一次变化,并且确定一个无条件索引来表示人口总体实体的平均水平。

著录项

相似文献

  • 专利
  • 外文文献
  • 中文文献
获取专利

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号