Patent ID: 7860794

Claim:
A method of doing business for originating a bank deposit, comprising: identifying, by a computer, one or more characteristics of a bank deposit comprising a plurality of currency components; converting, by the computer, the cost of each of the plurality of currency components to an independent unit of deposit cost, based at least in part upon at least some of the one or more characteristics identified; determining, by the computer, a risk level; determining, by the computer, proportions of each of the plurality of currency components of the bank deposit, based at least in part upon the relative converted cost of each of the plurality of currency components, which result in a desired ratio between the determined risk level and a yield of the bank deposit; calculating, by the computer, an efficient frontier of the bank deposit, the efficient frontier comprising the proportions of each of the plurality of currency components that results in a maximum yield for the determined risk level; selecting, by the computer, one or more points of the efficient frontier, and determining the ratio between currency components of the bank deposit corresponding to each of the one or more points of the efficient frontier selected; converting, by the computer, the cost of one or more currency components of the bank deposit, each of the one or more currency components corresponding respectively to one of the one or more points of the efficient frontier selected, from independent units of cost to units of the respective currency component; calculating, by the computer, the desired ratio between the determined risk level and the yield of the bank deposit as a function of the deposit cost; calculating, by the computer, the function of the bank deposit cost at least according to the formula: c ⁡ ( t ) = w V ⁢ ⁢ 1 ⁢ v 1 ⁡ ( 0 ) v 1 ⁡ ( t ) ⁢ ( 1 + P V ⁢ ⁢ 1 · t 100 · k ) + w V ⁢ ⁢ 2 ⁢ v 2 ⁡ ( 0 ) v 2 ⁡ ( t ) ⁢ ( 1 + P V ⁢ ⁢ 2 · t 100 · k ) + … + w Vn ⁢ v n ⁡ ( 0 ) v n ⁡ ( t ) ⁢ ( 1 + P Vn · t 100 · k ) , wherein, c(0)=1; w v1 , w v2 , . . . w vn comprise currency weights that represent proportions of the plurality of currency components of the bank deposit and w v1 +w v2 + . . . +w vn =1; v 1 (0), v 2 (0), . . . , v n (0)comprise costs of one independent unit of deposit cost represented in bank deposit currencies and calculated at a point in time when the bank deposit is originated; v 1 (t), v 2 (t), . . . , v n (t) comprise current costs of one independent unit of deposit cost represented in the bank deposit currencies; P vt , P v2 , . . . , P vn comprise interest percentages established by the bank for the plurality of currency components; t comprises a term in days; and k comprises a number of days per year.