Patent ID: 7729979

Claim:
A method, comprising: retrieving base information of the portfolio from a database by a real time pricing server; receiving from a user terminal information associated with an additional mortgage loan by the real time pricing server wherein the information comprises at least one credit rating category and at least one profitability value; determining by the real time pricing server a category size of the at least one credit rating category as a percentage of total loans of the portfolio; calculating by the real time pricing server a trial loan spread of the additional mortgage loan by the real time credit server in accordance with a contribution of the additional loan to the portfolio; receiving profitability of the portfolio by the real time pricing server; calculating by the real time pricing server a profitability of the portfolio with the additional mortgage loan using the trial loan spread wherein the calculating further comprises determining the trial loan spread using the equation “delta P/P”=−D *delta Y , where delta P/P equals (the trial proceeds−the target proceeds)/(collateral balance), “ D ” is the duration of the additional mortgage loan, and “delta Y ” is the change in the trial loan spread; determining by the real time pricing server profitability of the additional mortgage loan by subtracting original portfolio profitability from profitability of the portfolio with the additional mortgage loan; comparing by the real time pricing server profitability of the additional mortgage loan to the at least one profitability value; and based on the comparing, storing the trial loan spread information and transmitting the trial spread loan value to the user terminal by the real time pricing server.