| 主权项 |
1. A computer-implemented method executed by one or more computing devices for manipulating a plurality of data sets to generate a final data set, the final data set comprising data representing an index and the plurality of data sets comprising a first data set, a second data set and third data set, the method comprising:
determining the first data set, the first data set comprising price information associated with at least one of an equity and an equity-option of a first company; using the first data set to generate the second data set, wherein generating the second data set comprises reading the price information from the first data set, estimating a volatility of an equity price of the first company based on the read price information, and writing the estimated volatility to the second data set; using the second data set to generate the third data set, wherein generating the third data set comprises reading the estimated volatility from the second data set, calculating a default probability based on the estimated volatility, the default probability being a probability that the equity becomes worthless over a defined time horizon, and writing the default probability to the third data set; and using the third data set to generate the final data set, wherein generating the final data set comprises reading the default probability from the third data set, calculating an index level using the calculated default probability and storing the calculated index level to the data representing the index. |
