| 摘要 |
PURPOSE:To preclude malfunction by decomposing a financial article into primitives by using a control table wherein the values of parameters can be set and varied at any time, and reading a cash flow pattern, primitive by primitive, and calculating duration. CONSTITUTION:For an analysis of the duration of the financial article A, the number of the primitives constituting the article is counted by referring to the characteristic factor control table 11 of the financial article. The table 11 consists of a part where characteristic factors 12 are described and a part where item acquisition information 13 is described. When it is found that the article is a combined article from the table 11, the article is decomposed into several financial articles as components constituting the article. The characteristic factors are checked in units of the individual decomposed primitives to read the cash flow generation pattern. Necessary calculation modules judged from the pattern are called to calculate the duration; and then the modules are put together, primitive by primitive, and the duration of one financial article is calculated. |
