Method and system for modeling and benchmarking private equity and applications of same

CAFC
  • US 7,698,196 B1
  • Filed: 05/11/2004
  • Issued: 04/13/2010
  • Est. Priority Date: 06/30/2003
  • Status: Expired due to Fees
First Claim
Patent Images

1. A method for benchmarking relative to an index a performance of a financial product having an irregular cash flow, said being method implemented with a computer system comprising one or more computer processors, the method comprising the steps of:

  • receiving using at least one of said computer processors first cash flow data for the financial product over a period of time, the data including at least one input event and at least one output event;

    receiving using at least one of said computer processors values for the index over the period of time;

    determining using at least one of said computer processors a performance characteristic of the financial product;

    determining using at least one of said computer processors a value of a scaling function, wherein a performance characteristic of an investment of a second cash flow in shares valued relative to the index during the period of time has a specified relationship to the performance characteristic of the financial product, the second cash flow corresponding to the first cash flow modified by the scaling function;

    the determined value of the scaling function providing a measure of the performance of the financial product relative to the index.

View all claims
    ×
    ×

    Thank you for your feedback

    ×
    ×