METHOD AND SYSTEM FOR PROVIDING TIMELY ACCURATE AND COMPLETE PORTFOLIO VALUATIONS

摘要

Serious asset management depends on financial portfolios being valued accurately in a timely and complete manner. Custom, and in some jurisdiction, rules and regulations demand that they be 'marked to market', i.e. that their valuation as closely as possible reflect the market value of the financial instruments that make up a portfolio. A structured database of financial instruments and system and method for updating the prices of these instruments (the DPSM or Deductive Pricing System and Method) permits the use of information (301, 302)contained in the structure of financial instruments to complement the available market information and to deduce prices (306) for virtually all instruments in a portfolio, even if they are only rarely traded and market prices are not available at most times.