METHOD AND DATA SYSTEM FOR DETERMINING FINANCIAL INSTRUMENTS FOR, AND TERM TO MATURITY OF, A LOAN

摘要

Method and data processing system for calculating the type, the number and the volume of financial instruments for funding a loan with equivalent proceeds to a debtor, the loan designed to be refinanced during its term to maturity. At the start of each period, the remaining term to maturity is determined such that debtor's payments during the total term to maturity of the loan are within a band defined by a set of maximum and minimum limits which can be fixed for each period, and such that the remaining term to maturity of the loan is within a band defined by a maximum and a minimum limit. If necessary, a rule for prioritization between the limits for the payments and the limits for the term to maturity is established.