发明名称 |
Method of and apparatus for administering an asset-backed security using coupled lattice efficiency analysis |
摘要 |
New tools for modeling prepayment of principal by obligors behind asset-backed securities are provided. The obligors are categorized into groups for ordered removal from the modeling and valuation process according to their refinancing efficiency, for instance. These tools can be used in a coupled-lattice recursive analysis process to obtain the value of asset-backed securities such as mortgage-backed securities and collateralized mortgage obligations.
|
申请公布号 |
US7574396(B2) |
申请公布日期 |
2009.08.11 |
申请号 |
US20020309109 |
申请日期 |
2002.12.04 |
申请人 |
ANDREW KALOTAY ASSOCIATES, INC. |
发明人 |
KALOTAY ANDREW J.;YANG DEANE |
分类号 |
G06Q40/00 |
主分类号 |
G06Q40/00 |
代理机构 |
|
代理人 |
|
主权项 |
|
地址 |
|