Systems and methods for portable alpha-plus fixed income products
US7689491B2 · kind B2 · utility
4Cited by
2References
17Claims
0Family size
Assignee
Inventor
Key dates
| Filing date | Apr 5, 2005 |
| Grant date | Mar 30, 2010 |
| Priority date | — |
| Expiry date | Feb 10, 2027 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/00
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A financial product. The financial product includes a fixed income component and an alpha engine component. The fixed income component is structured to provide asset-liability matching and/or spending rule benefits. The alpha engine component includes an investment in an alpha-generating portfolio. The investment includes a cash investment and/or a derivative investment in the alpha-generating portfolio.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.