Patent ID: 8249974

Claim:
A system operative to guarantee on a daily basis a minimum return by an open-ended fund on a maturity date, the fund comprising assets having an allocation on a commencement date of the guarantee and which correlate to a benchmark, comprising: a valuation engine comprising a processor configured by code to: quantify an aggregate net asset value (ANAV) of the assets of the fund as of a current date after the commencement date; re-price a notional amount of at least one guarantee contract in view of changes in the ANAV relative to the ANAV on a prior date, wherein each said guarantee contract is separate from and in addition to said assets of the fund; price the fund at the close of the current date by adding each re-priced guarantee contract to the ANAV while the assets retain the allocation of the commencement date; publish the price for use on the current date; and a network connection configured to provide the published price to a client machine.