Methods and systems for providing book accounting indices
AssigneeLehman Brothers Inc.
InventorsBruce Phelps, Lev Dynkin, Jordan Mann, Yang Chen
Life of this patent
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Abstract
In at least one aspect, the invention comprises a method comprising the steps of: identifying a first portfolio of securities as corresponding, at a specified time, to an index; calculating, for the first portfolio, a first set of performance values comprising one or more of: book yield, book income, and book return; calculating, for a second portfolio of securities, a second set of performance values corresponding to the first set of performance values; and comparing the second set of performance values to the first set of performance values to obtain a performance measure for the second portfolio.
Claims25
A method comprising the steps of:
- identifying a first portfolio of securities as corresponding, at a specified time, to an index;
- calculating, for said first portfolio, a first set of performance values comprising one or more of:
- book yield, book income, and book return;
- calculating, for a second portfolio of securities, a second set of performance values corresponding to said first set of performance values;
- and
- comparing said second set of performance values to said first set of performance values to obtain a performance measure for said second portfolio.
A method comprising:
- reviewing a performance measure based on a comparison of a first set of performance values for a first portfolio of securities and a second set of performance values for a second portfolio of securities,
- wherein said first portfolio of securities corresponds, at a specified time, to an index;
- wherein said first set of performance values comprise one or more of:
- book yield, book income, and book return;
- and
- wherein said second set of performance values corresponds to said first set of performance values.
Software stored on a computer readable medium, comprising:
- software for calculating, for a first portfolio of securities identified as corresponding, at a specific time, to an index, a first set of performance values comprising one or more of:
- book yield, book income, and book return;
- software for calculating, for a second portfolio of securities, a second set of performance values corresponding to said first set of performance values;
- and
- software for comparing said performance values for said first portfolio to said corresponding performance values for said second portfolio to obtain a performance measure for said second portfolio.
A method comprising:
- accessing via a computer network a performance measure based on a comparison of a first set of performance values for a first portfolio of securities and a second set of performance values for a second portfolio of securities,
- wherein said first portfolio of securities corresponds, at a specified time, to an index;
- wherein said first set of performance values comprise one or more of:
- book yield, book income, and book return;
- and
- wherein said second set of performance values corresponds to said first set of performance values.
Dependencies are inferred from the claim text.