发明名称 |
Computer-implemented method and apparatus for portfolio compression |
摘要 |
A computer-implemented method for compressing a portfolio of financial instruments is described. Financial instruments to be compressed are identified, and a compressed subportfolio corresponding to the identified financial instruments is generated. The compressed subportfolio and any non-compressed financial instruments are then combined into a compressed portfolio.
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申请公布号 |
US6278981(B1) |
申请公布日期 |
2001.08.21 |
申请号 |
US19980084923 |
申请日期 |
1998.05.28 |
申请人 |
ALGORITHMICS INTERNATIONAL CORPORATION |
发明人 |
DEMBO RON SAMUEL;KREININ ALEXANDER YACOV;ROSEN DAN |
分类号 |
G06Q40/00;(IPC1-7):G06F17/60 |
主分类号 |
G06Q40/00 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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