Patent Document ID: 7657478
Application ID: 11333541
Patent Flag: 1

Claim One:
1. A computer readable medium encoded with computer executable commands, which, when executed by a computer, cause the computer to estimate expected cash flow of an investment instrument, comprising commands to: simulate 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”), comprising commands to: store in an electronic storage medium aggregate net cash flow time series data comprising the aggregated net cash flow time series data of a plurality of investment instruments; store in the electronic storage medium statistics of the four characterizing parameters of the net cash flow time series data of the plurality of investment instruments; transform the stored aggregate net cash flow time series data to generate 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; and display or store said new net cash flow; 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.