| 摘要 |
A computer-aided method for implementing at least one synthetic stock investment fund. The method includes providing a digital electrical computer apparatus including a digital computer having a processor, the processor electrically connected to a memory device for storing and retrieving machine-readable signals, to an input device for converting information into input electrical data, and to an output device for converting output electrical data into print, the processor programmed to control the apparatus to receive the input data and to produce the output data by steps including: forming a synthetic index investment fund owned by an entity, the synthetic index investment fund forming including entering data representing an amount of an interest-bearing asset and entering data representing an amount of a stock-related instrument defined by a mathematical relationship to the interest-bearing asset; and balancing the amount of the interest-bearing asset and the amount of the stock-related instrument to maintain the mathematical relationship in response to input market price data corresponding to at least one member of the group consisting of the interest-bearing asset and the stock-related instrument; calculating respective unit values for shares in the fund in response to the input market price data; inputting trade data to facilitate trading shares in the fund; accounting for the trading, for changes in the market price data for the interest-bearing asset, and for the amount of the stock-related instrument, and for transactions involving the interest-bearing asset and transactions involving the stock-related asset; and generating share price data and holding data as the output for investor reporting. |
