发明名称 METHODS AND SYSTEMS FOR PROVIDING INTEREST RATE SIMULATION DISPLAYS
摘要 In one aspect, the invention comprises a computer system comprising means fo r displaying on a computer screen a chart illustrating level and volatility of a projected accounting performance based on a plurality of possible future interest rates, wherein the chart comprises a 50th percentile line, a 95th percentile line, and a 5th percentile line, and wherein the 50th percentile line, 95th percentile line, and 5th percentile line represent probability distribution over time of the projected accounting performance. In various embodiments: (1) for each of the one or more vertical bars, the uppermost do t represents a 95% best case for projected accounting performance and the lowermost dot represents a 95% worst case for projected accounting performance; and (2) the projected accounting performance comprises one or more of: net interest margin, interest expense, interest income, and present value.
申请公布号 CA2607793(A1) 申请公布日期 2006.11.23
申请号 CA20062607793 申请日期 2006.05.18
申请人 LEHMAN BROTHERS INC. 发明人 LAWLEY, MICHAEL;KIPCAK, HUSNU;THATCHER, KEVIN
分类号 G06Q40/00 主分类号 G06Q40/00
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