首页>
外国专利>
Systems, methods and programs for determining optimal financial structures and risk exposures
Systems, methods and programs for determining optimal financial structures and risk exposures
展开▼
机译:确定最佳财务结构和风险敞口的系统,方法和程序
展开▼
页面导航
摘要
著录项
相似文献
摘要
A model for analyzing a cashflow sensitive instrument is described that uses an optimization model of a data set associated with a cashflow sensitive instrument, which optimization model is based at least in part on an interest rate model and a cash-flow model. The interest rate model is at least partially based on at least one random variable used to simulate an underlying distribution on at least one interest rate. A model output is then generated based on the optimization model. The model outputs all optimal cashflow solution for the cashflow sensitive instrument(s) that at least partially optimizes factors of risk and/or cost. Related methods, programs and systems are also provided.
展开▼