Patent Document ID: 20070168270
Application ID: 11333541
Patent Flag: 0

Claim One:
1. A method for simulating a net cash flow time series of an investment instrument in which the net cash flow time series is comprised of a draw down time series and a distribution time series and the net cash flow time series is characterized by four characterizing parameters comprising money multiple (“MM”), internal rate of return (“IRR”), maximum depth (“depth”), and speed to maximum depth (“speed”), said method comprising: obtaining aggregate net cash flow time series data comprising the aggregated net cash flow time series data of a plurality of investment instruments; obtaining statistics of the four characterizing parameters of the net cash flow time series data of the plurality of investment instruments; and generating a new net cash flow time series by multiplying at least a portion of the aggregate net cash flow time series data by one or more scalar coefficients; wherein the one or more scalar coefficients are calculated such that the four characterizing parameters of the new net cash flow time series are statistically consistent with the statistics of the four characterizing parameters of the net cash flow time series data of the plurality of investment instruments.