摘要 |
Available accounting, trading, investment performance measurement and analytical systems and apparatuses calculate precise rate of return for a single period. An apparatus for consistent linking calculates precise overall rate of return from rates of return of smaller periods composing the overall period. It can be used for calculating rate of return for sequential, non-sequential and equal and non-equal period compositions, as well as for calculating rate of return across slices of securities. Apparatus composed of request processor; permanent data storage; temporary structured data storage; consistent linking mathematical processor; feedback loop to feed permanent data storage. Integral characteristics of sub-periods are calculated only once and then are used to produce rate of return for any longer periods that include these sub-periods. |