Patent ID: 8244617

Claim:
An apparatus, comprising: at least one processor; and a memory that stores instructions which, when executed by the at least one processor, directs the at least one processor to: receive information about a debt instrument portfolio comprising one or more debt instruments, the information comprising, for each debt instrument, a price associated with the debt instrument in a database electronically coupled to the at least one processor; determine a current market value for each of the one or more debt instruments, in which the market value for each debt instrument is different from the corresponding price associated with the corresponding debt instrument; determine a payment schedule for each of the one or more debt instruments, each payment schedule comprising one or more payments, each payment schedule correlating a series of payment amounts with respective scheduled times of payment; determine a probability of payment for the one or more payments for each of the one or more debt instruments; after determining a probability of payment for the one or more payments for each of the one or more debt instruments, determine a portfolio cash flow rating of the debt instrument portfolio based on: (1) the price of each debt instrument; (2) the current market value of each of the one or more debt instruments; and (3) the probability of payment for the one or more payments of each debt instrument; and output the portfolio cash flow rating to an output device electronically coupled to the at least one processor.