The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Sep. 17, 2019
Filed:
Jul. 27, 2012
Applicant:
Terry Benzschawel, New York, NY (US);
Inventor:
Terry Benzschawel, New York, NY (US);
Assignee:
Citigroup Global Markets, Inc., New York, NY (US);
Attorneys:
Primary Examiner:
Int. Cl.
CPC ...
G06Q 40/04 (2012.01); F15B 7/00 (2006.01);
U.S. Cl.
CPC ...
F15B 7/001 (2013.01); G06Q 40/04 (2013.01);
Abstract
In one embodiment, a computer-implemented method for calculating the price of a corporate loan comprises receiving, by a server, a first data input regarding a particular corporate loan; receiving, by the server, a second data input regarding market data; generating a pricing lattice for the corporate loan, wherein the pricing lattice has a first axis for a credit rating and a second axis for a time period; and deriving, by a server, using backward induction, a value for the corporate loan.