Patent ID: 7685062
Filing Date: 2010-03-23
Classification: G06Q

Abstract:
1. A computer implemented method for calculating interests for entrustments of money (K) comprising the following steps: loading a number representing quantities of money K into a memory of a computer system, wherein money K indicates possible amounts of credit granted; loading a number representing an additional remuneration M into said memory of said computer system, wherein said additional remuneration M indicates the requirements of the lender for granting the loan; processing, by means of said computer system, an additional amount of money L indicative of the risk of loss borne by the lender; performing a mathematical combination of the aforementioned quantity of money K, extra yield M and amount of money L, and eventual taxes to be calculated λ, by using said computer system, wherein the combination is performed according to a given formula, in order to obtain a function B(K,M,L,λ) representative of a quantity of money that, asked of the borrower, allows the lender to obtain an average return of (K+M), said function B(K,M,L,λ) being defined as follows: wherein α represents the percentage of capital reimbursed in the time period considered, determining by means of said computer system an interest for entrustment of said quantities of money K as a function of said quantities of money K, additional remuneration M and additional amount of money L, said processor determining said additional amount of money L through an implicit equation processing said quantity of money K, said taxes λ,and said function B according to a trim function T(x;b,K,B,γ) weighted with a probability density function (f(x)) of a cash flow of the borrower, said trim function T(x;b,K,B,γ) having four intervals: less than the minimum recoupment of money b, equal to or greater than b and less than K, equal to or greater than K and less than B, equal to or greater than B, wherein said trim function T(x;b,K,B,γ) gives the following results: if x is less than b, the result is b if x is equal to or greater than b and less than K, the result is x if x is equal to or greater than K and less than B, K is subtracted from x, and the result is multiplied by (one minus lambda), and K is added to the result if x is equal to or greater than B, K is subtracted from B, the result is multiplied by (1−λ), and K is added to the result, wherein said trim function T(x;b,K,B,γ) is defined as follows: