Patent ID: 6957191
Filing Date: 2005-10-18
Classification: G06Q

Abstract:
1. A financial scenario model creation and analysis tool that provides computer-aided design for financial transactions, comprising: a graphical user interface which enables a user of said tool to create a diagram of a financial scenario conceived by the user on a display screen, wherein said graphical user interface enables creation of said financial scenario diagram by enabling said user to: define parties involved in the financial scenario and add the parties to the diagram on the display in the form of graphical party objects; and define financial instruments involved in the financial scenario and add the financial instruments to the diagram in the form of graphical financial objects that each show a physical connection on the diagram between pairs of said graphical party objects in the diagram, wherein the user interface further enables the user to indicate a flow direction on the diagram between the pairs of said graphical party objects for an obligation related to the financial instrument connecting said pairs; a software engine operable, in response to creation of the diagram of the financial scenario, to create a mathematical model for said financial scenario using data collected by said engine during the creation of said diagram by said user, wherein creation of said mathematical model includes creating variables and mathematical relationships between variables based on content of the diagram; wherein said diagram and said mathematical model are linked within said tool, and said user interface enables the user to make changes to said graphical party objects and said graphical financial objects in said diagram, wherein when changes are made by the user to said diagram corresponding changes are made by said software engine to the mathematical model; and further wherein said user interface enables said user to perform an analysis of the financial scenario using the created mathematical model by changing values for the created variables within the mathematical model and viewing a result determined by the mathematical model.