Patent ID: 8095448
Filing Date: 2012-01-10
Classification: G06Q

Abstract:
1. A process including: storing in memory terms of a contract, the terms governing determination of at least one of a contract rate of return and a contract value for an investment associated with an investment portfolio, wherein the determination uses a respective amount for each of at least one measure of a variation in a rate of return corresponding to a return on the investment portfolio and, wherein the respective amount for each said measure of the variation changes over time; determining the respective amount for each of the at least one measure of the variation, by a digital computer accessing the memory, receiving market data including data corresponding to the at least one measure of the variation in the rate of return corresponding to the return on the investment portfolio, and applying the terms to the market data; determining at least one of the contract rate of return on the investment associated with the investment portfolio and the contract value for the investment associated with the investment portfolio, by the computer receiving market data including data on the rate of return on the investment portfolio and by applying the amount of the variation to the market data including data on the rate of return on the investment portfolio; and outputting, by the computer, at least one of the determined contract rate of return and the determined contract value.