Automated financial scenario modeling and analysis tool having an intelligent graphical user interface

• US 20050182709A1
• Filed: 04/11/2005
• Published: 08/18/2005
• Est. Priority Date: 02/05/1999
• Status: Abandoned Application

• Current Assignee: Babcock & Brown LP A Delaware Limited Partnership
• Original Assignee: Babcock & Brown LP A Delaware Limited Partnership
• Inventors: Lee, Luke, Collop, David J., Bewsher, Mark R., Niemira, Thadeus H., Moritz, Dennis D., Cohn, Stephen G., Belcsak, Ladislav V.
• Application Number:
  US11/102,638
• Publication Number:
  US 20050182709A1
• Time in Patent Office: Days
• US Class Current: 705/38
• CPC Class Codes: G06Q 20/10 specially adapted for electronic funds transfer [EFT] systems; specially adapted for home banking systems
• CPC Class Codes: G06Q 40/03 Credit; Loans; Processing thereof
• CPC Class Codes: G06Q 40/04 Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange

Abstract

A financial scenario modeling and analysis tool, including a graphical user interface which enables a user of the tool to create a graphical model of a financial scenario, generally including at least one financial transaction, on a display screen, and an engine operable, in response to creation of the graphical model, to automatically generate information, such as financial or mathematical information, which at least partially models at least a part of the financial scenario using information collected by the engine during creation of the graphical model. The graphical user interface enables the user to create party graphics respectively representing parties to the financial deal, and to generate financial instrument graphics representing financial instruments, wherein each financial instrument graphic connects two of the party graphics. The engine generates, in response to the creation of a graphical model, an instrument information, such as an object or template, for each of the instruments in the graphical model. The tool includes a natural date language and a formula language for use in modeling a scenario. The tool enables optimization of optimizable parameters defined in the scenario, and includes a user-friendly, book-like and CAD-like user interface.

Claims

1-40. -40. (canceled)

41. An electronic tool for performing mathematical calculations, comprising:

an information processing system; and

a graphical user interface for said information processing system;

wherein said graphical user interface is a non-cell based calculation interface which performs calculations using references which are based on a hierarchical outline and not a positional reference.

42-65. -65. (canceled)

66. A financial scenario modeling and analysis tool, comprising:

means for creating a graphical model of a financial scenario on a display screen; and

means for generating, in response to creation of said graphical model, information which at least partially models at least a part of said financial scenario using data collected by said engine during creation of said graphical model.

67. The financial scenario modeling and analysis tool of claim 66, wherein said means for creating enables a user to create party graphics respectively representing parties to said financial scenario, and to create financial instrument graphics representing financial instruments, wherein each financial instrument graphic connects two of said party graphics, said party graphics and said financial instrument graphics comprising said graphical model of said financial scenario.

68. The financial scenario modeling and analysis tool of claim 67, wherein said financial instrument graphics indicate a relationship, relative to said financial instrument represented thereby, between said parties connected by said financial instrument graphic.

69. The financial scenario modeling and analysis tool of claim 67, wherein said means for generating generates, in response to said creation of said graphical model, instrument information for each of said instruments in said graphical model, and said means for creating enables said user to interact with said instrument information.

70. The financial scenario modeling and analysis tool of claim 69, wherein said means for creating enables said user to enter and define date information relating to said financial scenario for use by said means for generating, and further wherein said means for creating is operable to display said date information in graphical form on said display screen.

71. The financial scenario modeling and analysis tool of claim 70, further including means for enabling said date information to be entered using a natural date language, said engine being operable to process said date information from said natural date language.

72. The financial scenario modeling and analysis tool of claim 69, wherein said instrument information constitutes either a fixed part of said financial scenario or a variable part of said financial scenario.

73. The financial scenario modeling and analysis tool of claim 66, wherein said means for creating enables said user to modify said graphical model of said financial scenario, and said means for generating is operable, in response to said modification of said graphical model, to modify said information in accordance with said modification of said graphical model.

74. The financial scenario modeling and analysis tool of claim 67, wherein said means for generating is operable, in response to said creation of said financial instrument graphic, to define roles for parties represented by said party graphics which are connected by said financial instrument graphic, wherein said roles are used by said engine to define said parties interaction with said financial instrument represented by said financial instrument graphic.

75. The financial scenario modeling and analysis tool of claim 72, wherein said means for generating is operable to determine an optimal result for said financial scenario relative to at least one aspect of the scenario, and to calculate optimal values for each of said variables defined by said instrument data based on said optimal result.

76. The financial scenario modeling and analysis tool of claim 66, wherein said tool is operable to determine an optimal result for said financial scenario.

77. The financial scenario modeling and analysis tool of claim 75, wherein said means for creating is operable to display said optimal result to said user.

78. The financial scenario modeling and analysis tool of claim 67, wherein said tool includes a library of predefined financial instruments, and said means for creating enables said user to select and use one or more of said predefined financial instruments during creation of said graphical model of said financial scenario.

79. The financial scenario modeling and analysis tool of claim 67, wherein said means for generating is operable in response to creation of each of said party graphics to generate party-specific information on said party, said means for creating enabling said user to edit said party-specific information.

80. The financial scenario modeling and analysis tool of claim 79, wherein said tool includes a library of predefined party definitions, and further wherein said means for creating enables said user to select a party definition from said library of predefined party definitions.

81. The financial scenario modeling and analysis tool of claim 70, wherein said means for creating includes a worksheet section which enables said user to input scenario information which is independent of date and instrument information, and further wherein said means for generating is operable to use said scenario information when modeling said financial scenario.

82. The financial scenario modeling and analysis tool of claim 81, wherein said worksheet is a non-cell based calculation interface wherein references used in calculations are based on a hierarchical outline and not on a positional reference.

83. The financial scenario modeling and analysis tool of claim 81, wherein said tool includes a formula language for use in creating said scenario information, said formula language including a library of predefined functions and keywords.

84. The financial scenario modeling and analysis tool of claim 83, wherein said means for generating is operable upon entry of said scenario information in said worksheet section to establish links between related scenario information and between scenario information and said date information, thereby establishing a dependence therebetween, and further wherein said means for generating is operable to use said links when modeling said financial scenario.

85. The financial scenario modeling and analysis tool of claim 83, wherein said tool includes a library of predefined worksheets for use in said worksheet section, said means for creating enabling said user to select said predefined worksheets from said library of pre-defined worksheets.

86. The financial scenario modeling and analysis tool of claim 84, wherein said formula language further includes a library of predefined prefixes for use in creating said scenario information.

87. The financial scenario modeling and analysis tool of claim 71, wherein said natural date language is used in said tool to specify either a single date or a series of dates relating to said financial scenario.

88. The financial scenario modeling and analysis tool of claim 87, wherein said tool enables a plurality of possible outcomes to be modeled based on different date information provided by said user.

89. The financial scenario modeling and analysis tool of claim 66, wherein said information is selected from the group consisting of:

timelines, formulas, templates, parameters, constraints, optimizable parameters, cash flows, and reports.