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

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