Is a
Patent attributes
Patent Jurisdiction
Patent Number
Patent Inventor Names
Andrew Todd Ulmer0
Ashish Misra0
Frank S. Accetta0
Zhifeng Zhang0
Date of Patent
April 27, 2010
0Patent Application Number
108646230
Date Filed
June 9, 2004
0Patent Primary Examiner
Patent abstract
Systems and techniques for operating on data to value an instrument include representing an account include accessing a transition matrix including probabilities for a borrower transitioning from one credit rating to another; determining for each credit rating whether a borrower will stand or exercise a loan option; valuing the loan option; and determining a present value of the instrument.
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