Patent Document ID: 7979330
Application ID: 11297476
Patent Flag: 1

Claim One:
1. A system for generating a model of unknown values of one or more rate series at specified times for use in analyses based on the modelled unknown values, the one or more rate series having, at the specified times, unconditional rate dynamics characterized by a defined parametric model type, each rate series having at least one known value, the system comprising at least one computing device configured to: receive input indicative of the defined parametric model type; receive input indicative of a known or unknown rate value for each rate series and for each specified time; generate the values of the known rate changes; generate an unconditional probability distribution of the known and unknown rate changes; generate a probability distribution of the unknown rate changes conditional on the known rate changes taking their known values; and provide an output constituting the model or values derived therefrom.