Code generation based on spreadsheet data models
AssigneeHartford Fire Insurance Company
InventorPeter K. Esbensen
Life of this patent
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Abstract
Disclosed herein are processor-executable methods, computing systems, and related technology for the generation of software code based on spreadsheet data models. A spreadsheet data model may be parsed, and an intermediate representation may be generated based on the spreadsheet data model. Software code may be generated based on the intermediate representation. The software code may be in a high-level language such as C or C++, or in any other appropriate language. Alternatively or additionally, the software code may include the use of General Purpose Computing On Graphics Processing Units (GPGPU) technology. The software code may be compiled, and then executed to obtain results data.
Claims30
A financial modeling system, the financial modeling system comprising:
- at least one data storage device;
- and
- at least one processor, the at least one processor configured:
- to store, in the at least one data storage device, a spreadsheet data structure that that describes a variable annuity contract between a customer and a financial services company, wherein the spreadsheet data structure includes:
- a first formula for determining a value associated with the variable annuity contract during a first time period;
- a second formula for determining the value associated with the variable annuity contract during a second time period, wherein the second time period is subsequent to the first time period, and wherein the second formula is based on an output of the first formula;
- to generate an intermediate representation of the spreadsheet data structure based on the first formula and the second formula, wherein the intermediate representation includes information that describes how the value associated with the variable annuity contract is determined during the first time period and the second time period;
- and
- to generate compilable software code based on the information from the intermediate representation, wherein the compilable software code includes one or more instructions for determining the value associated with the variable annuity contract during the first time period and the second time period.
A computer-implemented method for financial modeling, the method comprising:
- storing, in at least one data storage device, a spreadsheet data structure that that describes a financial product held by a customer, wherein the spreadsheet data structure includes:
- a first formula for determining a value associated with the financial product during a first time period;
- a second formula for determining the value associated with the financial product during a second time period, wherein the second time period is subsequent to the first time period, and wherein the second formula is based on an output of the first formula;
- at least one processor generating an intermediate representation of the spreadsheet data structure based on the first formula and the second formula, wherein the intermediate representation includes information that describes how the value associated with the financial product is determined during the first time period and the second time period;
- the at least one processor generating compilable software code based on the information from the intermediate representation, wherein the compilable software code includes one or more instructions for determining the value associated with the financial product during the first time period and the second time period;
- the at least one processor compiling the compilable software code;
- the at least one processor executing the compiled software code to obtain results data, wherein the results data includes the value associated with the financial product during the first time period and the second time period;
- and
- storing the results data in the at least one data storage device.
A computer-readable medium having processor-executable instructions stored thereon which, when executed by at least one processor, will cause the at least one processor to perform a method for financial modeling, the method comprising:
- storing, in at least one data storage device, a spreadsheet data structure that that describes a financial product held by a customer;
- generating an intermediate representation of the spreadsheet data structure, wherein the intermediate representation includes information that indicates:
- a first formula for determining a value associated with the financial product during a first time period;
- a second formula for determining the value associated with the financial product during a second time period, wherein the second time period is subsequent to the first time period, and wherein the second formula is based on an output of the first formula;
- and
- generating compilable software code based on the information from the intermediate representation, wherein the compilable software code includes one or more instructions for determining the value associated with the financial product during the first time period and the second time period.
Dependencies are inferred from the claim text.