Patent ID: 7966251

Claim:
A system, comprising: memory operable to store at least one program; and at least one processor communicatively coupled to the memory, in which the at least one program, when executed by the at least one processor, causes the at least one processor to: access and process data regarding a credit event referenced asset comprising a credit term, a maturity date and a par value, wherein said maturity date is later than an end of said credit term; and calculate, for said credit term, interest at a first interest rate until a credit event occurs during said credit term, record, after the occurrence of the credit event during said credit term, an extension of said maturity date to a later extended maturity date, calculate, after the occurrence of the credit event during said credit term, interest at a second interest rate until said later extended maturity date, record data regarding an investment received in exchange for a payment of said par value, wherein said investment matures to said par value at said maturity of said asset, and calculate, when no credit event occurs during said credit term, interest at a third interest rate for a time period from the end of said credit term to said maturity date.