Patent ID: 6985878

Claim:
A financial transactions modeling apparatus for modeling a transaction sequence settled by settling financial transactions in a predetermined transaction period, comprising: (1) one or more unit transaction modeling means comprising: (i) unit transaction information storage means, provided at each of a receipt side and a payment side of the financial transactions for one or more unit transaction period into which the predetermined transaction period for each receipt or payment is divided, for individually storing information about a unit transaction, and (ii) current price evaluation operation means for evaluating a current price of the financial transactions in the unit transaction period; and (2) transaction sequence modeling means comprising (i) reference information storage means for holding a reference information group for reference to said unit transaction modeling means corresponding to each of the receipt side and the payment side of the financial transactions, and (ii) transaction sequence characteristic computation means for sequentially referring to said unit transaction modeling means from the reference information group in each of the receipt side and the payment side of the financial transactions at a predetermined instruction, performing the current price evaluation operation means and obtaining operation results, and computing a characteristic of the transaction sequence based on each of the operation results.