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Method and system for rating securities, method and system for evaluating price of securities, method for establishing a market with the system

机译:对证券进行评级的方法和系统,对证券的价格进行评估的方法和系统,利用该系统建立市场的方法

摘要

A rating method for securities or fixed rate financing instruments includes calculating a rating value for each one of the securities or fixed rate financing instruments based upon a formula involving grading numbers and weighting factors corresponding to risk and return attributes. The return attribute may be an interest rate, a dividend yield, a yield to maturity, a project performance rating of an issuer, or a ratio defined with a price per share of securities. A method for evaluating a price of a security or fixed rate financing instrument includes calculating an evaluated price based upon a formula involving grading numbers and weighting factors corresponding to each of real-time data including a face value, a coupon, a period prior to maturity, a credit rating of an issuer, a yield, and a yield to maturity; and comparing the evaluated price with a real-time price.
机译:用于证券或固定利率融资工具的评级方法包括:基于涉及与风险和收益属性相对应的等级数量和加权因子的公式,为每种证券或固定利率融资工具计算评级值。回报属性可以是利率,股息收益率,到期收益率,发行人的项目绩效评级或以每股证券价格定义的比率。一种评估证券或固定利率融资工具价格的方法,包括基于公式计算评估价格,该公式涉及与包括面值,息票,到期日之前的每个实时数据相对应的等级数字和加权因子,发行人的信用等级,收益率和到期收益率;并将评估价格与实时价格进行比较。

著录项

  • 公开/公告号US2005251475A1

    专利类型

  • 公开/公告日2005-11-10

    原文格式PDF

  • 申请/专利权人 MICHIHIRO SATO;

    申请/专利号US20050150367

  • 发明设计人 MICHIHIRO SATO;

    申请日2005-06-13

  • 分类号G06F17/60;

  • 国家 US

  • 入库时间 2022-08-21 22:21:23

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