PROSPECTIVE CURRENCY UNITS

摘要

Methods and systems for calculating values for indexes based on breakout currencies are provided. A prospective breakout index may be formed before an entity breaks out of a monetary union. Other aspects relate to calculating an initial index value on a breakout date. An initial exchange rate of the breakout currency may be combined with a breakout value and/or a base value. In one embodiment, the breakout value is the reciprocal of the initial exchange rate. Therefore, in accordance with certain embodiments, the initial index value of the breakout index may be equal to the base value. Further aspects relate to calculating a second index value. A second exchange rate of the breakout currency may be utilized with the fixed base value and the breakout value to calculate the second index value of the breakout index. Further aspects relate to creating a prospective currency unit for a monetary union.

主权项

1. A computer-implemented method comprising:
(a) receiving an aggregated economic indicator value representing an economic indicator for a monetary union at a first time frame while a breakout entity is still a member of a monetary union; (b) calculating at a processor an initial value representing an exchange rate of a prospective currency unit of the monetary union against a second currency of a country that is not part of the monetary union, the calculation comprising
(i) weighting an exchange rate of the breakout entity against the second currency according to its proportion of the aggregated economic indicator value for the first time frame;(ii) weighting an exchange rate of a currency of the monetary union against the second currency according to the proportion of the aggregated economic indicator value that is not attributable to the at least one breakout entity for the first time frame; and(iii) utilizing the weighted exchange rates to obtain the initial value of the prospective currency unit.