Electronic information and analysis system

• US 8,370,245 B2
• Filed: 08/22/2011
• Issued: 02/05/2013
• Est. Priority Date: 08/20/2010
• Status: Expired due to Fees

• Current Assignee: Nicholas Langdon Gunther
• Original Assignee: Nicholas Langdon Gunther
• Inventors: Gunther, Nicholas Langdon
• Primary Examiner(s): JOHNSON, GREGORY L
• Application Number:
  US13/215,209
• Publication Number:
  US 20120047090A1
• Time in Patent Office: 533 Days
• Field of Search: None
• US Class Current: 705/36.R
• CPC Class Codes: G06Q 40/06 Asset management; Financial planning or analysis

Abstract

An automated information and analysis system and methods, including methods to acquire information, which may include financial market data such as rates or prices, from one or more external sources, and to process, enhance, extend or otherwise develop that information to derive additional, different, modified or otherwise developed information which, separately or together with the original acquired information, provides to users additional, different or modified utility relative to the utility that the original acquired information provides alone.

Claims

1. A financial information/analysis system, comprising at least a computer-readable memory containing at least the following computer-executable objects

a) a CurveMaker object, configured to receive one or more Uniform Resource Locator(s), each corresponding to a webpage, and generate one or more rate objects by instantiating a RateTable object for each Uniform Resource Locator;

b) each instantiated RateTable object configured to invoke a getData( )method to obtain data from the webpage or a local copy thereof, utilize regular expression scanning to ascertain header and tenor information therein, utilize said ascertained header and tenor information to decode numerical rate information therein, and associate said decoded numerical rate information with a plurality of rate subclasses;

c) said plurality of rate subclasses including at least a ConstFwdRate subclass and a LinearParRate subclass, the ConstFwdRate subclass used to hold rates, including zero prices and forward rates, calculated by constant forward interpolation, and the LinearParRate subclass used to hold linearly-interpolated rates, including par rates and bootstrapped zero rates.

2. The system of claim 1, further including at least one Internet-connected server, configured to execute said CurveMaker object.

3. The system of claim 1, wherein at least one of the webpages includes Federal Reserve H.15 data.

4. The system of claim 1, wherein at least one of the webpages includes European Central Bank data.

5. The system of claim 3, wherein the H.15 data is formatted for reading by a human, rather than a computer.

6. The system of claim 1, further comprising a webserver configured to (1) execute said CurveMaker object, (2) utilize rate information computed by said CurveMarker object to evaluate an investment vehicle, and (3) report results of said evaluation via the Internet.

7. The system of claim 6, wherein said investment vehicle comprises a bond.

8. The system of claim 6, wherein said investment vehicle comprises a stock.

9. The system of claim 6, wherein said investment vehicle comprises an interest rate swap.

10. The system of claim 6, further comprising (4) means for manually modifying or overriding numerical rate information decoded by the getData( )method, and (5) code for reevaluating the investment vehicle using the manually modified or overridden data.

11. The system of claim 1, further comprising (4) means for manually modifying or overriding numerical rate information decoded by the getData( )method, and (5) code for reevaluating the LinearParRate and/or ConstFwdRate subclass(es) based upon the manually modified or overridden numerical rate information.

12. A method for computing financial information, comprising:

instantiating a CurveMaker object in the memory of an Internet-connected server, the CurveMarker object configured to receive one or more Uniform Resource Locator(s), each corresponding to a webpage, and generate one or more rate objects by instantiating a RateTable object for each Uniform Resource Locator;

each instantiated RateTable object configured to invoke a getData( )method to obtain data from the webpage or a local copy thereof, utilize regular expression scanning to ascertain header and tenor information therein, utilize said ascertained header and tenor information to decode numerical rate information therein, and associate said decoded numerical rate information with a plurality of rate subclasses;

said plurality of rate subclasses including at least a ConstFwdRate subclass and a LinearParRate subclass, the ConstFwdRate subclass used to hold rates, including zero prices and forward rates, calculated by constant forward interpolation, and the LinearParRate subclass used to hold linearly-interpolated rates, including par rates and bootstrapped zero rates.

13. The method of claim 12, further including receiving, over the Internet, an instruction to execute said CurveMaker object.

14. The method of claim 12, wherein at least one of the webpages includes Federal Reserve H.15 data.

15. The method of claim 12, where at least one of the webpages includes European Central Bank data.

16. The method of claim 14, wherein the H.15 data is formatted for reading by a human, rather than a computer.

17. The method of claim 12, further comprising (1) using rate information computed by said CurveMarker object to evaluate an investment vehicle, and (2) reporting results of said evaluation via the Internet.

18. The method of claim 12, wherein said investment vehicle comprises a bond.

19. The method of claim 12, wherein said investment vehicle comprises a stock.

20. The method of claim 12, further comprising (3) manually modifying or overriding numerical rate information decoded by the getData( )method, and (4) reevaluating the investment vehicle using the manually modified or overridden data.